Joao Paulo Valente

Yale University, Department of Economics, Students

Graduate Student

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

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Scholarly Papers (1)

1.

Tail Risk Exposures of Hedge Funds: Evidence From Unique Brazilian Data

Number of pages: 31 Posted: 03 Jun 2019
Caio Almeida, Marcelo Fernandes and Joao Paulo Valente
Getulio Vargas Foundation, Queen Mary University of London - Economics Department and Yale University, Department of Economics, Students
Downloads 22 (514,189)

Abstract:

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alternative investment, convergence trading, entropy, expected shortfall, power law