Hyuna Park

Brooklyn College - CUNY

Kurz Endowed Chair in Finance & Risk Management

2900 Bedford Ave

Brooklyn, NY NY 11210

United States

SCHOLARLY PAPERS

6

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CITATIONS
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Top 9,642

in Total Papers Citations

45

Scholarly Papers (6)

1.

Predicting Hedge Fund Failure: A Comparison of Risk Measures

Number of pages: 46 Posted: 30 Apr 2007 Last Revised: 11 Sep 2009
Bing Liang and Hyuna Park
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 1,737 (6,585)
Citation 11

Abstract:

hedge fund failure, downside risk, expected shortfall, VaR, attrition rate

2.
Downloads 1,340 ( 10,991)
Citation 17

Risk Measures for Hedge Funds: A Cross-Sectional Approach

European Financial Management Journal, Forthcoming
Number of pages: 54 Posted: 17 May 2006
Bing Liang and Hyuna Park
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 1,317 (11,083)
Citation 17

Abstract:

hedge funds, cross-section of expected returns, conditional VaR, downside risk, Cornish-Fisher expansion

Risk Measures for Hedge Funds: A Cross-Sectional Approach

European Financial Management, Vol. 13, No. 2, pp. 333-370, March 2007
Number of pages: 38 Posted: 04 Mar 2007
Bing Liang and Hyuna Park
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 23 (446,968)
Citation 17
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Abstract:

3.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
HEC Paris - Finance Department, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance and Computer Information Systems, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), IMD International, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, Columbia Business School - Accounting, Business Law & Taxation, University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University, New York University (NYU) - Department of Finance, Gabelli School of Business, Fordham University and Loyola University of Chicago - Department of Finance
Downloads 1,220 (11,737)

Abstract:

Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic

4.

Onshore and Offshore Hedge Funds: Are They Twins?

Number of pages: 42 Posted: 06 Mar 2007 Last Revised: 27 Jan 2011
George O. Aragon, Bing Liang and Hyuna Park
Arizona State University (ASU) - Finance Department, University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 799 (22,378)
Citation 10

Abstract:

offshore hedge funds, lock-up provision, liquidity risk, master-feeder structure

5.

Onshore and Offshore Hedge Funds: Are They Twins?

Number of pages: 53 Posted: 03 Mar 2012
Bing Liang, George O. Aragon and Hyuna Park
University of Massachusetts Amherst - Department of Finance, Arizona State University (ASU) - Finance Department and Brooklyn College - CUNY
Downloads 173 (113,530)
Citation 7

Abstract:

offshore hedge funds, lock-up provision, liquidity risk, master-feeder structure

Does Factor Timing Explain Hedge Fund Alpha?

Posted: 16 Jan 2011 Last Revised: 11 Dec 2013
Hyuna Park
Brooklyn College - CUNY

Abstract:

Factor Timing, Security Selection, Hedge Fund Alpha, Return Decomposition

Does Factor Timing Explain Hedge Fund Alpha?

Journal of Investment Management (JOIM), Second Quarter 2014
Posted: 16 Nov 2014
Hyuna Park
Brooklyn College - CUNY

Abstract:

Factor timing, security selection, hedge fund alpha, return decomposition