Year: 2011
Author: Viebig, Jan, Poddig, Thorsten, Tancar, Roman
Credit and Capital Markets – Kredit und Kapital, Vol. 44 (2011), Iss. 2 : pp. 279–310
Abstract
Risks of Hedge Funds: Approaches to Research and Conclusions of Current Capital Market Research
This article provides a recent overview over research approaches aimed at quantifying hedge fund risks. Besides the current state of the research on strategy-specific risks of hedge funds, this article discusses the conclusions of a literature review in the fields of the statistical characteristics, the non-linear risks and the phase dependence of hedge funds. More recent research work indicates that hedge funds often deviate from their announced investment style, that there may be a wide-spread fraud phenomenon in the hedge fund industry and that hedge funds are exposed to special credit, liquidity and insolvency risks in periods of financial crisis.
Journal Article Details
Publisher Name: Global Science Press
Language: German
DOI: https://doi.org/10.3790/kuk.44.2.279
Credit and Capital Markets – Kredit und Kapital, Vol. 44 (2011), Iss. 2 : pp. 279–310
Published online: 2011-04
AMS Subject Headings: Duncker & Humblot
Copyright: COPYRIGHT: © Global Science Press
Pages: 32
Author Details
-
What do we know about the risk and return characteristics of hedge funds?
Viebig, Jan H
Journal of Derivatives & Hedge Funds, Vol. 18 (2012), Iss. 2 P.167
https://doi.org/10.1057/jdhf.2012.4 [Citations: 0]