We thank Mila Getmansky, Daniel Giamouridis, Hossein Kazemi, Bernard J. Morzuch, and an anonymous referee for helpful comments and suggestions. We are responsible for any error.
Risk Measures for Hedge Funds: a Cross-sectional Approach
Version of Record online: 2 MAR 2007
European Financial Management
Volume 13, Issue 2, pages 333–370, March 2007
How to Cite
Liang, B. and Park, H. (2007), Risk Measures for Hedge Funds: a Cross-sectional Approach. European Financial Management, 13: 333–370. doi: 10.1111/j.1468-036X.2006.00357.x
- Issue online: 2 MAR 2007
- Version of Record online: 2 MAR 2007
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