Hedge Fund Tail Risk

Tobias Adrian, Markus K. Brunnermeier, Hoai-Luu Q. Nguyen

Chapter in NBER book Quantifying Systemic Risk (2013), Joseph G. Haubrich and Andrew W. Lo, editors (p. 155 - 172)
Conference held November 6, 2009
Published in January 2013 by University of Chicago Press
© 2013 by the National Bureau of Economic Research

This chapter is no longer available for free download, since the book has been published. To obtain a copy, you must buy the book.
Order from Amazon.com

This paper was revised on November 11, 2011

Acknowledgments and Disclosures

Machine-readable bibliographic record - MARC, RIS, BibTeX