Measuring the Time-Varying Systemic Risks of hedge Funds: an Extreme Value Regression Approach

No full text

Unpublished conference/Abstract (Scientific congresses and symposiums)

Hambuckers, Julien; Hübner, Philippe

2025 • 41st International Conference of the Association Française de Finance (AFFI)

Peer reviewed

Permalink
https://hdl.handle.net/2268/335662

No document available.

Keywords :

Hedge funds; Systemic risk; Extreme value theory

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 :

Measuring the Time-Varying Systemic Risks of hedge Funds: an Extreme Value Regression Approach

Publication date :

27 May 2025

Event name :

41st International Conference of the Association Française de Finance (AFFI)

Event date :

du 26 au 28 Mai 2025

Peer review/Selection committee :

Peer reviewed

Available on ORBi :

since 05 September 2025

Number of views

18 (1 by ULiège)

Number of downloads

0 (0 by ULiège)