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The Journal of Alternative Investments

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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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The Journal of Alternative Investments: 18 (4)
The Journal of Alternative Investments
Vol. 18, Issue 4
Spring 2016
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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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  • Article
    • Abstract
    • LEGISLATIVE AND ACADEMIC BACKGROUND FOR HEDGE FUND RISK REPORTING
    • OUR APPROACH
    • RESULTS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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