Managing hedge fund liquidy risks

Serge Darolles and Guillaume Roussellet
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Serge Darolles: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Guillaume Roussellet: Centre de recherche de la Banque de France - Banque de France

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Abstract: The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.

Date: 2024-06
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Published in 16th Annual SoFiE (Society for Financial Econometrics) Meeting, Jun 2024, Rio de Janeiro, Brazil

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04659856

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