Form PF and the Systemic Risk of Hedge Funds: Risk-Measurement Precision for Option Portfolios

Mark D. Flood; Phillip Monin

doi:10.3905/jai.2016.18.4.125

Form PF and the Systemic Risk of Hedge Funds: Risk-Measurement Precision for Option Portfolios

Mark D. Flood and Phillip Monin

The Journal of Alternative Investments Spring 2016, 18 (4) 125-147; DOI: https://doi.org/10.3905/jai.2016.18.4.125

Mark D. Flood

is a research principal with the Department of the Treasury’s Office of Financial Research in Washington, DC.

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For correspondence: mark.flood@ofr.treasury.gov

Phillip Monin

is a researcher with the Department of the Treasury’s Office of Financial Research in Washington, DC.

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For correspondence: phillip.monin@ofr.treasury.gov

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Form PF and the Systemic Risk of Hedge Funds: Risk-Measurement Precision for Option Portfolios

Mark D. Flood, Phillip Monin

The Journal of Alternative Investments Mar 2016, 18 (4) 125-147; DOI: 10.3905/jai.2016.18.4.125

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Form PF and the Systemic Risk of Hedge Funds: Risk-Measurement Precision for Option Portfolios

Mark D. Flood, Phillip Monin

The Journal of Alternative Investments Mar 2016, 18 (4) 125-147; DOI: 10.3905/jai.2016.18.4.125

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