Hyuna Park

Brooklyn College - CUNY

Kurz Endowed Chair in Finance & Risk Management

2900 Bedford Ave

Brooklyn, NY NY 11210

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 15,479

SSRN RANKINGS

Top 15,479

in Total Papers Downloads

6,245

SSRN CITATIONS
Rank 18,370

SSRN RANKINGS

Top 18,370

in Total Papers Citations

49

CROSSREF CITATIONS

28

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 2,015 (15,737)
Citation 18

Abstract:

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

2.

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 1,464 (25,836)

Abstract:

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

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, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University - Department of Economics & Finance, University of California, Santa Barbara (UCSB) - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Mitchell E. Daniels, Jr School of Business, Purdue University, HEC Paris - Finance Department, Harvard Law School, Columbia University - Columbia Business School, Finance, New York University (NYU) - Department of Finance, Texas A&M University - Department of Economics, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI)International Food Policy Research Institute (IFPRI), University of Navarra, IESE Business School, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Finance Department, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, INSEAD, University of South Florida - College of Business Administration, Fordham University, New York University (NYU) - Leonard N. Stern School of Business, Fordham University - Gabelli School of Business and Loyola University of Chicago - Department of Finance
Downloads 1,441 (26,440)

Abstract:

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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 988 (45,612)
Citation 3

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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 337 (173,599)
Citation 9

Abstract:

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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

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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:

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