𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Downside Risk analysis applied to the Hedge Funds universe

✍ Scribed by Josep Perelló

Book ID
103882789
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
721 KB
Volume
383
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A comparison of alternative approaches f
A comparison of alternative approaches for determining the downside risk of hedge fund strategies
✍ Daniel Giamouridis; Ioanna Ntoula 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 175 KB

## Abstract In this study, we compare a number of different approaches for determining the Value at Risk (VaR) and Expected Shortfall (ES) of hedge fund investment strategies. We compute VaR and ES through both model‐free and mean/variance and distribution model‐based methods. Certain specification

Applying human and system reliability an
Applying human and system reliability analysis to the design and analysis of written procedures in high-risk industries
✍ Joseph Sharit 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 178 KB 👁 2 views

The importance and prevalence of written work procedures in industries, especially high-risk industries, has resulted in a renewed interest in the design of these procedures. Most of the concern has focused on the formatting, organization, and readability of the procedures. Although these are import