haku: @indexterm VALUE-AT-RISK / yhteensä: 37
viite: 12 / 37
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. |
SCIMA