Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics

El Kalak, Izidin ORCID: https://orcid.org/0000-0002-2992-4042, Azevedo, Alcino and Hudson, Robert 2016. Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics. International Review of Financial Analysis 48 , pp. 55-66. 10.1016/j.irfa.2016.09.006

Full text not available from this repository.

Abstract

This paper summarizes the literature on hedge funds (HFs) developed over the last two decades, particularly that which relates to risk management characteristics (a companion piece investigates the managerial characteristics of HFs). It discusses the successes and the shortfalls to date in developing more sophisticated risk management frameworks and tools to measure and monitor HF risks, and the empirical evidence on the role of the HFs and their investment behaviour and risk management practices on the stability of the financial system. It also classifies the HF literature considering the most recent contributions and, particularly, the regulatory developments after the 2007 financial crisis.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Business (Including Economics)
Publisher:	Elsevier
ISSN:	1057-5219
Date of Acceptance:	12 September 2016
Last Modified:	23 Oct 2022 13:46
URI:	https://orca.cardiff.ac.uk/id/eprint/111701

Citation Data

Cited 8 times in Scopus. View in Scopus. Powered By Scopus® Data

Actions (repository staff only)

Edit Item