Title of article
Do hedge funds have enough capital? A value-at-risk approach
Author/Authors
Anurag Gupta، نويسنده , , Bing Liang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
35
From page
219
To page
253
Keywords
Monte Carlo simulation , Hedge funds , Value-at-Risk , Capital adequacy , Extreme value theory
Journal title
Journal of Financial Economics
Serial Year
2005
Journal title
Journal of Financial Economics
Record number
257762
Link To Document