Hedge fund tail risk:performance and hedging mechanisms
The goal of this master’s thesis is to understand the performance implications of hedge fund’s tail risk, and the mechanisms of how some funds achieve lower tail risk. The current evidence on the performance implications is mixed, with most empirical hedge fund studies suggesting higher returns to h...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2014
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201412042095 http://nbn-resolving.de/urn:nbn:fi:oulu-201412042095 |