Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage
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Cited by:
- Emilio Barucci & Gaetano Bua & Daniele Marazzina, 2018. "On relative performance, remuneration and risk taking of asset managers," Annals of Finance, Springer, vol. 14(4), pages 517-545, November.
- Fernando Avalos & Ramon Moreno & Tania Romero, 2015. "Leverage on the buy side," BIS Working Papers 517, Bank for International Settlements.
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More about this item
Keywords
Leverage; Unencumbered cash; funding option; redemption option; prime brokers; funding counterparties; hair cuts; margin multiplier.;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2009-08-02 (Risk Management)
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