Internet Appendix for “ On the High Frequency Dynamics of Hedge Fund Risk Exposures * ”

  • Published 2012

Abstract

This internet appendix provides supplemental analyses to the main tables in “On the High Frequency Dynamics of Hedge Fund Risk Exposures” The first section describes the process used to create the consolidated database of hedge funds that is employed in this paper from the TASS, HFR, MSCI and CISDM databases. Prior to Table IA.IV, we describe the simulation, and prior to Table IA.V, we describe the robustness checks conducted in that table. The tables and figures are as follows:

2 Figures and Tables

Cite this paper

@inproceedings{2012InternetAF, title={Internet Appendix for “ On the High Frequency Dynamics of Hedge Fund Risk Exposures * ”}, author={}, year={2012} }