Dynamic risk exposures in hedge funds
type: Item
instance of: scholarly article
title: Dynamic risk exposures in hedge funds
zbMATH Open document ID: 1254.91720
author: Monica Billio
author: Mila Getmansky
author: Loriana Pelizzon
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6119768
zbMATH Keywords: hedge funds
zbMATH Keywords: regime-switching models
zbMATH Keywords: risk management
zbMATH Keywords: liquidity
zbMATH Keywords: financial crises
MaRDI profile type: Publication
full work available at URL: j.csda.2010.08.015
OpenAlex ID: W2093136496
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DOI: 10.1016/J.CSDA.2010.08.015
description: scientific article; zbMATH DE number 6119768