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Monitoring systemic risk in the hedge fund sector - MaRDI portal

Monitoring systemic risk in the hedge fund sector

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Publication:4555188

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DOI10.1080/14697688.2017.1357969zbMath1402.91983OpenAlexW2756091690MaRDI QIDQ4555188

Giuseppe Loiacono, Frank Hespeler

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2017.1357969

zbMATH Keywords

systemic risk hedge funds vector autoregressive model risk monitoring

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

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