مرکز منطقه ای اطلاع رساني علوم و فناوري - Value at risk and the cross-section of hedge fund returns

Title of article :

Value at risk and the cross-section of hedge fund returns

Author/Authors :

Turan G. Bali، نويسنده , , Suleyman Gokcan، نويسنده , , Bing Liang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1135

To page :

1166

Keywords :

Hedge fund , value at risk , Liquidity , Voluntary closure , Cross-section of expected returns

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194025

Link To Document :