Systemic Risk and Hedge Funds

2005/03/01 by Nicholas Chan, Mila Getmansky, Shane M. Haas +1 · 2 citations
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Banking stability, regulation, efficiency #Credit Risk and Financial Regulations

paper · pdf · doi:10.3386/w11200

openalex publication_date 2005/03/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

Prepared for the NBER Conference on the Risks of Financial Institutions. The views and opinions expressed in this article are those of the authors only, and do not necessarily represent the views and opinions of AlphaSimplex Group, MIT, the University of Massachusetts, or any of their affiliates and employees. The

Citations

• The Only Game in Town
• Large Sample Properties of Generalized Method of Moments Estimators
• The Cost of Transacting
• Risk Taking by Mutual Funds as a Response to Incentives
• On a measure of lack of fit in time series models
• A note on a general definition of the coefficient of determination
• Determinants of Portfolio Performance
• Costly Search and Mutual Fund Flows
• Risk Management for Hedge Funds: Introduction and Overview
• Mutual Fund Flows and Performance in Rational Markets
• Hedge Funds: The Living and the Dead

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