Risk exposure and survival of individual hedge funds and managed futures funds

The purpose of this research is to investigate risk exposures and survival of individual hedge funds and managed futures funds both within and between strategy styles. There are two immediate new contributions: (1) a comprehensive database of hedge fund and managed futures funds comprised from the m...

Full description

Bibliographic Details
Main Author: Mackey, Scott P
Language:ENG
Published: ScholarWorks@UMass Amherst 2004
Subjects:
Online Access:https://scholarworks.umass.edu/dissertations/AAI3118316