The paper „Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings“ by Vikas Agarwal, Stefan Ruenzi, and Florian Weigert has now been published in the Journal of Financial Economics in Vol. 125, Issue 3, p. 610–636.
The paper „Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings“ by Vikas Agarwal, Stefan Ruenzi, and Florian Weigert has now been published in the Journal of Financial Economics in Vol. 125, Issue 3, p. 610–636.