مرکز منطقه ای اطلاع رساني علوم و فناوري - Do hedge funds have enough capital? A value-at-risk approach

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 :

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 :