The Fragile Capital Structure of Hedge Funds and the Limits to Arbitrage

By Xuewen Liu, Antonio S. Mello. 2011

114 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/27c95390b173327a28da10936e265637a5716655

Citations in the corpus

• Strategic Complementarity, Fragility, and Regulation (2014, unknown): “Morris and Shin (2009) also study how insolvency risk and illiquidity risk vary with the balance sheet composition of a financial institution in a model where uncertainty about future fundamentals interacts with uncertainty about present strategies.”