Hedge Fund Tail Risk: An Investigation
in Stressed Markets

Monica Billio, Lorenzo Frattarolo and Loriana Pelizzon
The Journal of Alternative Investments Spring 2016, 18 (4) 109-124; DOI: https://doi.org/10.3905/jai.2016.18.4.109

Article Information

vol. 18 no. 4 109-124
DOI 
https://doi.org/10.3905/jai.2016.18.4.109
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online March 31, 2016.
Copyright & Usage 
© 2016 Pageant Media Ltd

Author Information

  1. Monica Billio
    1. is a professor of econometrics in the Department of Economics at Ca’ Foscari University of Venice in Venice, Italy. (billio{at}unive.it)
  2. Lorenzo Frattarolo
    1. is a postdoctoral researcher in the Department of Economics at Ca’ Foscari University of Venice in Venice, Italy. (lorenzo.frattarolo{at}unive.it)
  3. Loriana Pelizzon
    1. is the program director of the Systemic Risk Lab and chair of law and finance at Research Centre SAFE at Goethe University in Frankfurt, Germany, and a professor of economics in the Department of Economics at Ca’ Foscari University of Venice in Venice, Italyy. (pelizzon{at}unive.it)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
View Full Text
Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
Hedge Fund Tail Risk: An Investigation
in Stressed Markets
Monica Billio, Lorenzo Frattarolo, Loriana Pelizzon
The Journal of Alternative Investments Mar 2016, 18 (4) 109-124; DOI: 10.3905/jai.2016.18.4.109
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section