Systemic Risk and Hedge Funds

By F. Grieb. 2015

126 citations recorded by the source corpus.

Citations in the corpus

A Simple Indicator of Systemic Risk (2013, unknown): “unregulated hedge funds (Chan et al., 2005; Kambhu et al., 2007).”
Intermediary Asset Pricing (2013, unknown): “g + F ′ F μy + 1 2 F ′′ F σ(2) y + 1 F + F ′ F σyσ = ρ + γg − γρ 1 − ρhy (μy + σyσ) (17)”
Where the Risks Lie: A Survey on Systemic Risk (2017, unknown): “6 An interesting example is given in Chan et al. (2007), who argue that many hedge funds loaded on tail risk precisely because it was difficult for investors to disentangle tail risk-taking from genuine alpha.”