Systemic Risk and Hedge Funds

Nicholas Chan, Mila Getmansky, Shane M. Haas & Andrew W. Lo
Published Date
Copyright 2006
ISBN 0-226-09285-2
The Risks of Financial Institutions
Book: The Risks of Financial Institutions
Book editors: Mark Carey & René M. Stulz
PUBLISHER: University of Chicago Press
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Topics

Financial Economics
Portfolio Selection and Asset Pricing

Published From Paper

Systemic Risk and Hedge Funds
- Working Paper
Author(s): Nicholas Chan, Mila Getmansky, Shane M. Haas & Andrew W. Lo
Systemic risk is commonly used to describe the possibility of a series of correlated defaults among financial...

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