Tail risks
- Hedge Fund Tail Risk: An Investigation
in Stressed MarketsMonica Billio, Lorenzo Frattarolo and Loriana PelizzonThe Journal of Alternative Investments March 2016, 18 (4) 109-124; DOI: https://doi.org/10.3905/jai.2016.18.4.109 - The Different Faces of Volatility Exposure in Portfolio ManagementJoanne M. HillThe Journal of Alternative Investments December 2012, 15 (3) 9-31; DOI: https://doi.org/10.3905/jai.2012.15.3.009
- Distressed UnderwritingJoseph Calandro and Sarah CrootofThe Journal of Alternative Investments September 2006, 9 (2) 87-98; DOI: https://doi.org/10.3905/jai.2006.655939
- The Role of Speculators During Times of Financial DistressNaomi E. Boyd, Jeffrey H. Harris and Arkadiusz NowakThe Journal of Alternative Investments June 2011, 14 (1) 10-25; DOI: https://doi.org/10.3905/jai.2011.14.1.010
- The Impact of Illiquidity and Higher Moments of
Hedge Fund Returns on Their Risk-Adjusted
Performance and Diversification PotentialLaurent Cavenaile, Alain Coën and Georges HübnerThe Journal of Alternative Investments March 2011, 13 (4) 9-29; DOI: https://doi.org/10.3905/jai.2011.13.4.009 - The Value of Liquidity from the Hedge Fund Portfolio Manager’s PerspectiveMartin Gagnon, Pierre Laroche and Bruno RémillardThe Journal of Alternative Investments March 2011, 13 (4) 30-39; DOI: https://doi.org/10.3905/jai.2011.13.4.030
- Insurance-Linked Securities: What Drives Their Returns?Lars Jaeger, Stephan Müller and Samuel ScherlingThe Journal of Alternative Investments September 2010, 13 (2) 9-34; DOI: https://doi.org/10.3905/jai.2010.13.2.009
- Emerging Markets During the CrisisJennifer Bender, Frank Nielsen and Madhusudan SubramanianThe Journal of Alternative Investments September 2010, 13 (2) 104-112; DOI: https://doi.org/10.3905/jai.2010.13.2.104
- Non-Normality of Market Returns: A Framework for Asset Allocation Decision MakingAbdullah Z Sheikh and Hongtao QiaoThe Journal of Alternative Investments December 2009, 12 (3) 8-35; DOI: https://doi.org/10.3905/JAI.2010.12.3.008
- Risk-Neutral Density Estimation: Looking at the TailsMartin ReinkeThe Journal of Derivatives February 2020, 27 (3) 99-125; DOI: https://doi.org/10.3905/jod.2019.1.090
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