对冲基金流动性风险的计量与应用研究

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1、同济大学经济与管理学院博士学位论文对冲基金流动性风险的计量与应用研究姓名：陈志斌申请学位级别：博士专业：技术经济及管理指导教师：黄运成20080301摘要关键词：对冲基金，流动性风险，风险价值，GARCH模型，B．L模型ABSTRACTARertheLong—temCapitalManagementcollapsedinl998，researcherspaymoreanentionontheIiquid时riskinHedgeF吼d．ThecharacteristicofHedgeFuIld(complexityofilwestment、lli曲leVerage、priVa

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