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dc.contributor.authorDarolles, Serge*
dc.contributor.authorVaissié, Mathieu*
dc.date.accessioned2013-10-08T08:55:53Z
dc.date.available2013-10-08T08:55:53Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/11769
dc.language.isoenen
dc.subjectRisken
dc.subjectFoHFs industryen
dc.subjectRegulationen
dc.subjectfinancial marketsen
dc.subject.ddc658.1en
dc.subject.classificationjelD.D8.D81en
dc.subject.classificationjelG.G1.G18en
dc.subject.classificationjelG.G1.G11en
dc.titleRegulation: Threat or Opportunity for the Funds of Hedge Funds Industry?en
dc.typeChapitre d'ouvrage
dc.description.abstractenA tidal wave of regulation is hitting financial markets worldwide as a result of the credit crisis of 2008–2009 and this time around the hedge fund world will not be immune. We argue in this chapter that, unlike conventional wisdom, regulation could be an opportunity for the funds of hedge funds (FoHFs) industry. The only necessary condition is fair treatment of hedge fund investments. We take the Solvency II framework as an example and show how the implementation of the granularity adjustment, first introduced for implementation in the Basel framework, makes it possible to take into account the diversification potential of FoHFs and in turn reconcile the outcome of the standard formula with empirical evidence.en
dc.identifier.citationpages481–493en
dc.relation.ispartoftitleReconsidering funds of hedge funds : the financial crisis and best practices in UCITS, tail risk, performance, and due diligenceen
dc.relation.ispartofeditorBrown, Stephen J.
dc.relation.ispartofeditorGregoriou, Greg N.
dc.relation.ispartofpublnameAcademic Pressen
dc.relation.ispartofpublcityOxforden
dc.relation.ispartofdate2013
dc.relation.ispartofpages545en
dc.subject.ddclabelOrganisation et finances d'entrepriseen
dc.relation.ispartofisbn978-0-12-401699-6en
dc.relation.forthcomingnonen
dc.identifier.doi10.1016/B978-0-12-401699-6.00028-9
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
hal.person.labIds1032*
hal.person.labIds*
hal.identifierhal-01632889*


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