haku: @indexterm MONTE CARLO TECHNIQUE / yhteensä: 130
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Tekijä: | Gupta, A. Liang, B. |
Otsikko: | Do hedge funds have enough capital? a value-at-risk approach |
Lehti: | Journal of Financial Economics
2005 : JULY, VOL. 77:1, p. 219-253 |
Asiasana: | Capital adequacy Financial market trading Monte Carlo technique Simulation Value-at-risk |
Kieli: | eng |
Tiivistelmä: | 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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