Market risk management for hedge funds foundations of the style and implicit value-at-risk /

Duc, Francois.

Market risk management for hedge funds foundations of the style and implicit value-at-risk / [electronic resource] : Francois Duc and Yann Schorderet. - John Wiley & Sons : Chichester, West Sussex, England ; Hoboken, NJ, c2008. - xvi, 250 p.

Includes bibliographical references and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.






Hedge funds.
Risk management.
Hedge funds--Evaluation.
Investment analysis--Mathematical models.


Electronic books.

HG4530 / .D83 2008

332.64/524