Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments

2004 ◽  
Author(s):  
Jean-Francois Bacmann ◽  
Gregor Gawron
Keyword(s):  
Hedge Funds ◽  
Tail Risk ◽  
Fat Tail

Do hedge funds time market tail risk? Evidence from option‐implied tail risk

2018 ◽  
Vol 39 (2) ◽  
pp. 205-237
Author(s):  
Jung‐Soon Shin ◽  
Minki Kim ◽  
Dongjun Oh ◽  
Tong Suk Kim
Keyword(s):  
Hedge Funds ◽  
Tail Risk

scholarly journals Tail risk in hedge funds: A unique view from portfolio holdings

2017 ◽  
Vol 125 (3) ◽  
pp. 610-636 ◽  
Author(s):  
Vikas Agarwal ◽  
Stefan Ruenzi ◽  
Florian Weigert
Keyword(s):  
Hedge Funds ◽  
Tail Risk ◽  
Portfolio Holdings

Crises and Funds of Hedge Funds Tail Risk

2013 ◽  
pp. 425-449 ◽  
Author(s):  
Monica Billio ◽  
Kaleab Y. Mamo ◽  
Loriana Pelizzon
Keyword(s):  
Hedge Funds ◽  
Tail Risk ◽  
Funds Of Hedge Funds

scholarly journals Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

2015 ◽  
Author(s):  
Vikas Agarwal ◽  
Stefan Ruenzi ◽  
Florian Weigert
Keyword(s):  
Hedge Funds ◽  
Tail Risk ◽  
Portfolio Holdings

Tail Risk Exposures of Hedge Funds: Evidence From Unique Brazilian Data

2019 ◽  
Author(s):  
Caio Almeida ◽  
Marcelo Fernandes ◽  
Joao Paulo Valente
Keyword(s):  
Hedge Funds ◽  
Tail Risk
Sign in / Sign up

Export Citation Format

Share Document