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...
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Language: | ENG |
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ScholarWorks@UMass Amherst
2004
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Online Access: | https://scholarworks.umass.edu/dissertations/AAI3118316 |