When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1639984 ◽

2012 ◽

Cited By ~ 7

Author(s):

Andrea Buraschi ◽

Robert Kosowski ◽

Fabio Trojani

Keyword(s):

Cross Section ◽

Hedge Fund ◽

The Cross ◽

Correlation Risk ◽

Hedge Fund Returns

Download Full-text

'When There Is No Place to Hide': Correlation Risk and the Cross-Section of Hedge Fund Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1362525 ◽

2009 ◽

Cited By ~ 4

Author(s):

Andrea Buraschi ◽

Robert Kosowski ◽

Fabio Trojani

Keyword(s):

Cross Section ◽

Hedge Fund ◽

The Cross ◽

Correlation Risk ◽

Hedge Fund Returns

Download Full-text

'When There is No Place to Hide' - Correlation Risk and the Cross-Section of Hedge Fund Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1221342 ◽

2008 ◽

Cited By ~ 1

Author(s):

Andrea Buraschi ◽

Fabio Trojani ◽

Robert Kosowski

Keyword(s):

Cross Section ◽

Hedge Fund ◽

The Cross ◽

Correlation Risk ◽

Hedge Fund Returns

Download Full-text

When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns

Review of Financial Studies ◽

10.1093/rfs/hht070 ◽

2013 ◽

Vol 27 (2) ◽

pp. 581-616 ◽

Cited By ~ 45

Author(s):

Andrea Buraschi ◽

Robert Kosowski ◽

Fabio Trojani

Keyword(s):

Cross Section ◽

Hedge Fund ◽

The Cross ◽

Correlation Risk ◽

Hedge Fund Returns

Download Full-text

Systematic risk and the cross section of hedge fund returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2012.05.005 ◽

2012 ◽

Vol 106 (1) ◽

pp. 114-131 ◽

Cited By ~ 79

Author(s):

Turan G. Bali ◽

Stephen J. Brown ◽

Mustafa Onur Caglayan

Keyword(s):

Cross Section ◽

Hedge Fund ◽

Systematic Risk ◽

The Cross ◽

Hedge Fund Returns

Download Full-text

Are Higher-Order Factors Useful in Pricing the Cross-Section of Hedge Fund Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.3211540 ◽

2018 ◽

Cited By ~ 1

Author(s):

Elaine Fang ◽

Caio Almeida

Keyword(s):

Cross Section ◽

Hedge Fund ◽

Higher Order ◽

The Cross ◽

Hedge Fund Returns

Download Full-text

Value-at-risk and the cross section of emerging market hedge fund returns

Global Finance Journal ◽

10.1016/j.gfj.2021.100693 ◽

2021 ◽

pp. 100693

Author(s):

Sara Ali ◽

Ihsan Badshah ◽

Riza Demirer

Keyword(s):

At Risk ◽

Cross Section ◽

Value At Risk ◽

Emerging Market ◽

Hedge Fund ◽

The Cross ◽

Hedge Fund Returns

Download Full-text

Value at risk and the cross-section of hedge fund returns

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2006.10.005 ◽

2007 ◽

Vol 31 (4) ◽

pp. 1135-1166 ◽

Cited By ~ 61

Author(s):

Turan G. Bali ◽

Suleyman Gokcan ◽

Bing Liang

Keyword(s):

At Risk ◽

Cross Section ◽

Value At Risk ◽

Hedge Fund ◽

The Cross ◽

Hedge Fund Returns

Download Full-text

Failure Risk and the Cross-Section of Hedge Fund Returns

Financial Management ◽

10.1111/fima.12101 ◽

2016 ◽

Vol 45 (4) ◽

pp. 845-876 ◽

Cited By ~ 4

Author(s):

Jung-Min Kim

Keyword(s):

Cross Section ◽

Hedge Fund ◽

Failure Risk ◽

The Cross ◽

Hedge Fund Returns

Download Full-text

Liquidity Provision and the Cross Section of Hedge Fund Returns

Management Science ◽

10.1287/mnsc.2016.2687 ◽

2018 ◽

Vol 64 (7) ◽

pp. 3288-3312 ◽

Cited By ~ 21

Author(s):

Russell Jame

Keyword(s):

Cross Section ◽

Hedge Fund ◽

Liquidity Provision ◽

The Cross ◽

Hedge Fund Returns

Download Full-text

Systematic Risk and the Cross-Section of Hedge Fund Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1993284 ◽

2011 ◽

Cited By ~ 1

Author(s):

Turan G. Bali ◽

Stephen J. Brown ◽

Mustafa O. Caglayan

Keyword(s):

Cross Section ◽

Hedge Fund ◽

Systematic Risk ◽

The Cross ◽

Hedge Fund Returns

Download Full-text