Hee Soo Lee

The University of Sydney

PhD Candidate

University of Sydney

Syney, NC

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

302

CITATIONS

3

Scholarly Papers (2)

1.

Risk and Return in Hedge Funds and Funds of Hedge Funds: A Cross-Sectional Approach

Number of pages: 45 Posted: 20 Feb 2010 Last Revised: 16 Mar 2010
Hee Soo Lee
The University of Sydney
Downloads 179 (166,024)

Abstract:

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hedge funds, funds-of-hedge funds, VaR, expected shortfall, tail risk

2.

Dynamic Prediction of Financial Distress in Hedge Funds and Funds-of-Hedge Funds

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 55 Posted: 22 Aug 2010
Hee Soo Lee
The University of Sydney
Downloads 123 (226,131)
Citation 3

Abstract:

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