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Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds
LEHNERT, Thorsten
2020
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https://hdl.handle.net/10993/43128
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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
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