Hedge Fund Contagion and Liquidity
收藏NBER2008-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14068
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资源简介：
Using hedge fund indices representing eight different styles, we find strong evidence of contagion within the hedge fund sector: controlling for a number of risk factors, the average probability that a hedge fund style index has extreme poor performance (lower 10% tail) increases from 2% to 21% as
提供机构：
美国国家经济研究局
创建时间：
2008-06-01
