4. Hedge Fund Tail Risk

Kapitel in diesem Buch

1. Frontmatter i
2. Contents ix
3. Acknowledgments xi
4. Introduction 1
5. Systemic Risk and Financial Innovation: Toward a “Unified” Approach 11
6. 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks 29
7. 2. Endogenous and Systemic Risk 73
8. 3. Systemic Risks and the Macroeconomy 113
9. 4. Hedge Fund Tail Risk 155
10. 5. How to Calculate Systemic Risk Surcharges 175
11. 6. The Quantifi cation of Systemic Risk and Stability: New Methods and Measures 223
12. Contributors 265
13. Author Index 267
14. Subject Index 271