Systemic risks in the shadow: an extreme value analysis of hedge funds

Article (Scientific journals)

Hambuckers, Julien; Hübner, Philippe

In press • In Journal of the Royal Statistical Society. Series C, Applied Statistics

Peer Reviewed verified by ORBi

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https://hdl.handle.net/2268/335603

hedge_funds_systemic_risk_FINAL.pdf

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Keywords :

systemic risk; hedge funds; extreme value theory; distributional regression

Disciplines :

Finance

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future

Hübner, Philippe ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future

Language :

English

Title :

Systemic risks in the shadow: an extreme value analysis of hedge funds

Publication date :

In press

Journal title :

Journal of the Royal Statistical Society. Series C, Applied Statistics

ISSN :

0035-9254

eISSN :

1467-9876

Publisher :

Wiley, Oxford, United Kingdom

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBi :

since 03 September 2025

Number of views

115 (11 by ULiège)

Number of downloads

86 (5 by ULiège)