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Estimating Hedge Fund Leverage · Study

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PreprintEstimating Hedge Fund Leverage

Patrick M. McGuire2009

OA

Preprintgreen2009

Estimating Hedge Fund Leverage

Patrick M. McGuire · Kostas Tsatsaronis

41 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 2003Risks and Portfolio Decisions Involving Hedge Funds 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 2004Hedge Funds and the Technology Bubble 2004An econometric model of serial correlation and illiquidity in hedge fund returns 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases 2002Asset-Based Style Factors for Hedge Funds 2002Hedge-Fund Benchmarks: Information Content and Biases

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2010Hedge Fund Leverage 2012The (Other) Deleveraging 2014Commonality in hedge fund returns: Driving factors and implications

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2008Crises and Hedge Fund Riskpreprint · 10 shared references 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literaturearticle · 9 shared references 2010Measuring Systemic Risk in the Finance and Insurance Sectorsreport · 8 shared references 2015Hedge Funds: A Dynamic Industry in Transitionreview · 8 shared references 2016Style and Skill: Hedge Funds, Mutual Funds, and Momentumarticle · 7 shared references 2004Are 'Market Neutral' Hedge Funds Really Market Neutral?preprint · 7 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1333617

openalex_workW3124284036

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