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Reconsidering Funds of Hedge Funds by Greg N. Gregoriou

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Chapter 23

The Intertemporal Relation between Tail Risk and Funds of Hedge Funds Returns

Yigit Atilgan, Turan G. Bali and K. Ozgur Demirtas∗∗, Assistant Professor of Finance, Sabanci Universitesi, imagestanbul, Turkey, Robert S. Parker Chair Professor of Business Administration, Georgetown University, Washington, DC, USA, ∗∗Professor of Finance, Sabanci Universitesi, imagestanbul, Turkey

Chapter Outline

23.1. Introduction

23.2. Data and Methodology

23.3. Empirical Results

Conclusion

References

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