entity · derived

Risk measurement

3 claims across 2 works, 2016–2016.

Derived node: assembled mechanically from the claims carrying risk-measurement. A roster, not an adjudicated definition.

Every claim under this term

• 2714974-026 2016 failure: Direct regulation of hedge fund leverage collapses on the details because balance sheet leverage is not an adequate measure of risk and would push funds into off-balance sheet avoidance strategies.
• 2714974-027 2016 failure: Alternative risk measures such as value at risk have severe measurement problems, so any direct regulation of leverage would be set conservatively and would substantially limit hedge funds' ability to
• 2748096-036 2016 failure: Risk measures that are not adjusted for serial correlation in hedge fund returns can considerably underestimate the true extent of both individual and systemic hedge fund risk, so empirical work in th

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