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Park, Hyuna's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,086 |
Total
Citations
36 |
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1.
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Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Park, Hyuna
Minnesota State University
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30 Apr 07
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Last Revised:
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11 Sep 09
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1,572
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10
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hedge fund failure, downside risk, expected shortfall, VaR, attrition rate
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2.
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Risk Measures for Hedge Funds: A Cross-Sectional Approach
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Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Park, Hyuna
Minnesota State University
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Posted:
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17 May 06
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Last Revised:
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11 Sep 09
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1,212
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17
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Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Park, Hyuna
Minnesota State University
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22
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17
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Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Park, Hyuna
Minnesota State University
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1,190
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17
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hedge funds, cross-section of expected returns, conditional VaR, downside risk, Cornish-Fisher expansion
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3.
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Perignon, Christophe
HEC Paris (Groupe HEC) - Finance Department Smith, Daniel R
affiliation not provided to SSRN Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Park, Hyuna
Minnesota State University Lowry, Michelle
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Officer, Micah S.
Loyola Marymount University - Department of Finance and Computer Information Systems Schwert, G. William
University of Rochester - Simon School Elyasiani, Elyas
Temple University - Department of Finance Jia, Jingyi (Jane)
Southern Illinois University at Edwardsville Charness, Gary
University of California, Santa Barbara - Department of Economics Gneezy, Uri
University of Chicago - Booth School of Business Cooper, Michael J.
University of Utah - David Eccles School of Business Gulen, Huseyin
Purdue University - Krannert School of Management Ovtchinnikov, Alexei V.
HEC Paris (Groupe HEC) - Finance Department Spamann, Holger
Harvard Law School Giroud, Xavier
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mueller, Holger M.
New York University (NYU) - Department of Finance Castillo, Marco
George Mason University Petrie, Ragan
George Mason University - Department of Economics Torero, Maximo A.
International Food Policy Research Institute (IFPRI) Fernandes, Nuno Goncalves Gracias
IMD International Lel, Ugur
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law Miller, Darius P.
Southern Methodist University (SMU) - Edwin L. Cox School of Business Givoly, Dan
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Hayn, Carla
University of California at Los Angeles Katz, Sharon P.
Columbia Business School - Accounting, Business Law & Taxation Francis, Bill B.
University of South Florida - College of Business Administration Hasan, Iftekhar
Fordham University John, Kose
New York University (NYU) - Department of Finance Waisman, Maya
Fordham University Schools of Business Kolb, Robert W.
Loyola University of Chicago - Department of Finance
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1,088
(8,090)
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Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic
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4.
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Aragon, George O.
Arizona State University (ASU) - Finance Department Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Park, Hyuna
Minnesota State University
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| Posted: |
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06 Mar 07
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Last Revised:
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27 Jan 11
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731
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6
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offshore hedge funds, lock-up provision, liquidity risk, master-feeder structure
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5.
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Park, Hyuna
Minnesota State University
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377
(36,686)
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Factor Timing, Security Selection, Hedge Fund Alpha, Return Decomposition
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6.
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Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Aragon, George O.
Arizona State University (ASU) - Finance Department Park, Hyuna
Minnesota State University
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106
(129,831)
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4
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offshore hedge funds, lock-up provision, liquidity risk, master-feeder structure
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Records 1 -
6
of 6 matches
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