Eprint first made available on ORBilu (E-prints, Working papers and Research blog)
Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds
Lehnert, Thorsten
2020
 

Files


Full Text
Tail Risk Hedge FundsTPnew.pdf
Author preprint (383.59 kB)
Request a copy

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds
Publication date :
May 2020
Available on ORBilu :
since 09 May 2020

Statistics


Number of views
163 (3 by Unilu)
Number of downloads
1 (1 by Unilu)

Bibliography


Similar publications



Contact ORBilu