search query: @indexterm Financial market trading / total: 54
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| Author: | Gupta, A. Liang, B. |
| Title: | Do hedge funds have enough capital? a value-at-risk approach |
| Journal: | Journal of Financial Economics
2005 : JULY, VOL. 77:1, p. 219-253 |
| Index terms: | Capital adequacy Financial market trading Monte Carlo technique Simulation Value-at-risk |
| Language: | eng |
| Abstract: | This article examines the risk characteristics and capital adequacy of hedge funds through the Value-at-risk approach. The data consists of nearly 1500 hedge funds. |
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