Value at risk and the cross-section of hedge fund returns

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 4

Pages: 1135-1166

Authors (3)

Bali, Turan G. (not in RePEc) Gokcan, Suleyman (not in RePEc) Liang, Bing (Shanghai Jiao Tong University)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count