LAUBE Falk

Main Referenced Co-authors

SCHILTZ, Jean (1)

TERRAZA, Virginie (1)

Main Referenced Keywords

composite VaR (1); extreme events (1); funds of hedge funds (1); risk models (1);

Main Referenced Disciplines

Finance (1)

Publications (total 2)

Search in publications

The most downloaded

6 downloads

Laube, F., Schiltz, J., & Terraza, V. (2011). On the efficiency of Risk measures for Funds of Hedge Funds. Journal of Derivatives and Hedge Funds, 17 (1), 63-84. doi:10.1057/jdhf.2011.3 https://hdl.handle.net/10993/3809

The most cited

9 citations (Scopus®)

Laube, F. (2011). An Alternative approach to extreme-risk management [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/15451

https://hdl.handle.net/10993/15451

Laube, F., Schiltz, J., & Terraza, V. (2011). On the efficiency of Risk measures for Funds of Hedge Funds. Journal of Derivatives and Hedge Funds, 17 (1), 63-84. doi:10.1057/jdhf.2011.3

https://hdl.handle.net/10993/3809

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