Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123996969> ?p ?o ?g. }
- W3123996969 endingPage "291" @default.
- W3123996969 startingPage "282" @default.
- W3123996969 abstract "In this paper, we realise an early warning system for hedge funds based on specific red flags that help detect the symptoms of impending extreme negative returns and the contagion effect. To do this we use regression tree analysis to identify a series of splitting rules that act as risk signals. The empirical findings presented herein prove that contagion, crowded trades, leverage commonality and liquidity concerns are the leading indicators for predicting worst returns. We not only provide a variable selection among potential predictors, but also assign specific risk thresholds for the selected key indicators at which the vulnerability of hedge funds becomes systemically relevant." @default.
- W3123996969 created "2021-02-01" @default.
- W3123996969 creator A5003024997 @default.
- W3123996969 date "2014-07-01" @default.
- W3123996969 modified "2023-10-14" @default.
- W3123996969 title "Hedge fund systemic risk signals" @default.
- W3123996969 cites W1942835871 @default.
- W3123996969 cites W1975201751 @default.
- W3123996969 cites W2011333818 @default.
- W3123996969 cites W2039352825 @default.
- W3123996969 cites W2043212884 @default.
- W3123996969 cites W2045433776 @default.
- W3123996969 cites W2069666581 @default.
- W3123996969 cites W2090942787 @default.
- W3123996969 cites W2101434526 @default.
- W3123996969 cites W2123998733 @default.
- W3123996969 cites W2130659611 @default.
- W3123996969 cites W2159859905 @default.
- W3123996969 cites W3021190191 @default.
- W3123996969 cites W3023758731 @default.
- W3123996969 cites W3121323861 @default.
- W3123996969 cites W3121630491 @default.
- W3123996969 cites W3121964130 @default.
- W3123996969 cites W3122589966 @default.
- W3123996969 cites W3122880338 @default.
- W3123996969 cites W3123068586 @default.
- W3123996969 cites W3123661710 @default.
- W3123996969 cites W3123933399 @default.
- W3123996969 cites W3124609274 @default.
- W3123996969 cites W3124792793 @default.
- W3123996969 cites W3124826844 @default.
- W3123996969 doi "https://doi.org/10.1016/j.ejor.2013.12.014" @default.
- W3123996969 hasPublicationYear "2014" @default.
- W3123996969 type Work @default.
- W3123996969 sameAs 3123996969 @default.
- W3123996969 citedByCount "9" @default.
- W3123996969 countsByYear W31239969692016 @default.
- W3123996969 countsByYear W31239969692017 @default.
- W3123996969 countsByYear W31239969692018 @default.
- W3123996969 countsByYear W31239969692021 @default.
- W3123996969 countsByYear W31239969692022 @default.
- W3123996969 countsByYear W31239969692023 @default.
- W3123996969 crossrefType "journal-article" @default.
- W3123996969 hasAuthorship W3123996969A5003024997 @default.
- W3123996969 hasConcept C10138342 @default.
- W3123996969 hasConcept C106159729 @default.
- W3123996969 hasConcept C139719470 @default.
- W3123996969 hasConcept C144133560 @default.
- W3123996969 hasConcept C144587487 @default.
- W3123996969 hasConcept C149782125 @default.
- W3123996969 hasConcept C153083717 @default.
- W3123996969 hasConcept C154945302 @default.
- W3123996969 hasConcept C162118730 @default.
- W3123996969 hasConcept C162324750 @default.
- W3123996969 hasConcept C183582576 @default.
- W3123996969 hasConcept C18903297 @default.
- W3123996969 hasConcept C204434749 @default.
- W3123996969 hasConcept C2778300220 @default.
- W3123996969 hasConcept C38652104 @default.
- W3123996969 hasConcept C41008148 @default.
- W3123996969 hasConcept C70771513 @default.
- W3123996969 hasConcept C86803240 @default.
- W3123996969 hasConcept C95713431 @default.
- W3123996969 hasConceptScore W3123996969C10138342 @default.
- W3123996969 hasConceptScore W3123996969C106159729 @default.
- W3123996969 hasConceptScore W3123996969C139719470 @default.
- W3123996969 hasConceptScore W3123996969C144133560 @default.
- W3123996969 hasConceptScore W3123996969C144587487 @default.
- W3123996969 hasConceptScore W3123996969C149782125 @default.
- W3123996969 hasConceptScore W3123996969C153083717 @default.
- W3123996969 hasConceptScore W3123996969C154945302 @default.
- W3123996969 hasConceptScore W3123996969C162118730 @default.
- W3123996969 hasConceptScore W3123996969C162324750 @default.
- W3123996969 hasConceptScore W3123996969C183582576 @default.
- W3123996969 hasConceptScore W3123996969C18903297 @default.
- W3123996969 hasConceptScore W3123996969C204434749 @default.
- W3123996969 hasConceptScore W3123996969C2778300220 @default.
- W3123996969 hasConceptScore W3123996969C38652104 @default.
- W3123996969 hasConceptScore W3123996969C41008148 @default.
- W3123996969 hasConceptScore W3123996969C70771513 @default.
- W3123996969 hasConceptScore W3123996969C86803240 @default.
- W3123996969 hasConceptScore W3123996969C95713431 @default.
- W3123996969 hasIssue "1" @default.
- W3123996969 hasLocation W31239969691 @default.
- W3123996969 hasOpenAccess W3123996969 @default.
- W3123996969 hasPrimaryLocation W31239969691 @default.
- W3123996969 hasRelatedWork W2068778568 @default.
- W3123996969 hasRelatedWork W2158301387 @default.
- W3123996969 hasRelatedWork W2168349080 @default.
- W3123996969 hasRelatedWork W2521043917 @default.
- W3123996969 hasRelatedWork W261790245 @default.
- W3123996969 hasRelatedWork W2950836619 @default.
- W3123996969 hasRelatedWork W3010634414 @default.
- W3123996969 hasRelatedWork W3122590920 @default.
- W3123996969 hasRelatedWork W3124947703 @default.
- W3123996969 hasRelatedWork W4300172674 @default.
- W3123996969 hasVolume "236" @default.
- W3123996969 isParatext "false" @default.