Hedge Fund Tail Risk

Tobias Adrian (), Markus K. Brunnermeier () and Hoai-Luu Q. Nguyen

A chapter in Quantifying Systemic Risk, 2011, pp 155-172 from National Bureau of Economic Research, Inc

Date: 2011
References: View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://www.nber.org/chapters/c12057.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:nbr:nberch:12057

Ordering information: This item can be ordered from
http://www.nber.org/chapters/c12057

Access Statistics for this chapter

More chapters in NBER Chapters from National Bureau of Economic Research, Inc
Address: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
Contact information at EDIRC.
Series data maintained by ().