Do hedge funds have enough capital? A value-at-risk approach

A-Tier
Journal: Journal of Financial Economics
Year: 2005
Volume: 77
Issue: 1
Pages: 219-253

Authors (2)

Gupta, Anurag (Case Western Reserve Universit...) Liang, Bing (Shanghai Jiao Tong University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:77:y:2005:i:1:p:219-253
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25