Brexit: Cyclical dependence in market neutral hedge funds
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More about this item
Keywords
hedge funds; market neutrality; market timing; tail dependence; risk management;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-11-29 (Central and Western Asia)
- NEP-FMK-2021-11-29 (Financial Markets)
- NEP-RMG-2021-11-29 (Risk Management)
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