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Measuring the time-varying systemic risks of hedge funds: an extreme value regression approach - 2025
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Poster (Scientific congresses and symposiums)
Measuring the time-varying systemic risks of hedge funds: an extreme value regression approach
Hambuckers, Julien
;
Hübner, Philippe
2025
•
17th Annual SoFiE Conference
Peer reviewed
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https://hdl.handle.net/2268/335715
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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 :
11 June 2025
Event name :
17th Annual SoFiE Conference
Event date :
10/06/2025 au 12/06/2025
Audience :
International
Peer review/Selection committee :
Peer reviewed
Available on ORBi :
since 08 September 2025
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