Suleyman Gokcan

Citigroup Alternative Investments

399 Park Avenue

New York, NY 10043

United States

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Scholarly Papers (1)

1.

Value at Risk and the Cross-Section of Hedge Fund Returns

EFA 2005 Moscow Meetings
Number of pages: 49 Posted: 18 Mar 2005
Turan G. Bali, Suleyman Gokcan and Bing Liang
Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance
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Citation 33

Abstract:

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hedge funds, value at risk, cross-section of expected returns, liquidity