An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/16638 |
Resumo: | The main purpose of this paper is to propose a methodology to obtain a hedge fund tail risk measure. Our measure builds on the methodologies proposed by Almeida and Garcia (2015) and Almeida, Ardison, Garcia, and Vicente (2016), which rely in solving dual minimization problems of Cressie Read discrepancy functions in spaces of probability measures. Due to the recently documented robustness of the Hellinger estimator (Kitamura et al., 2013), we adopt within the Cressie Read family, this specific discrepancy as loss function. From this choice, we derive a minimum Hellinger risk-neutral measure that correctly prices an observed panel of hedge fund returns. The estimated risk-neutral measure is used to construct our tail risk measure by pricing synthetic out-of-the-money put options on hedge fund returns of ten specific categories. We provide a detailed description of our methodology, extract the aggregate Tail risk hedge fund factor for Brazilian funds, and as a by product, a set of individual Tail risk factors for each specific hedge fund category. |
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Leal, Laura SimonsenEscolas::EPGEFGVGlasman, Daniela KubudiSimonsen, Axel AndréAlmeida, Caio Ibsen Rodrigues de2016-06-29T13:39:56Z2016-06-29T13:39:56Z2016-03-21LEAL, Laura Simonsen. An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2016.https://hdl.handle.net/10438/16638The main purpose of this paper is to propose a methodology to obtain a hedge fund tail risk measure. Our measure builds on the methodologies proposed by Almeida and Garcia (2015) and Almeida, Ardison, Garcia, and Vicente (2016), which rely in solving dual minimization problems of Cressie Read discrepancy functions in spaces of probability measures. Due to the recently documented robustness of the Hellinger estimator (Kitamura et al., 2013), we adopt within the Cressie Read family, this specific discrepancy as loss function. From this choice, we derive a minimum Hellinger risk-neutral measure that correctly prices an observed panel of hedge fund returns. The estimated risk-neutral measure is used to construct our tail risk measure by pricing synthetic out-of-the-money put options on hedge fund returns of ten specific categories. We provide a detailed description of our methodology, extract the aggregate Tail risk hedge fund factor for Brazilian funds, and as a by product, a set of individual Tail risk factors for each specific hedge fund category.engAsset pricingStochastic discount factorRisk-neutral probabilityHedge fundsTail riskEconomiaFundos hedgeModelo de precificação de ativosTítulos (Finanças)Processo estocásticoRisco (Economia)An SDF approach to hedge funds’ tail risk: evidence from Brazilian fundsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf1036208https://repositorio.fgv.br/bitstreams/fc92e9f3-4b1d-47e9-a621-fb865fbfecf9/downloadeac8007047195b00593f30884e72a3e2MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.eng.fl_str_mv |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
title |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
spellingShingle |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds Leal, Laura Simonsen Asset pricing Stochastic discount factor Risk-neutral probability Hedge funds Tail risk Economia Fundos hedge Modelo de precificação de ativos Títulos (Finanças) Processo estocástico Risco (Economia) |
title_short |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
title_full |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
title_fullStr |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
title_full_unstemmed |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
title_sort |
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds |
author |
Leal, Laura Simonsen |
author_facet |
Leal, Laura Simonsen |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.member.none.fl_str_mv |
Glasman, Daniela Kubudi Simonsen, Axel André |
dc.contributor.author.fl_str_mv |
Leal, Laura Simonsen |
dc.contributor.advisor1.fl_str_mv |
Almeida, Caio Ibsen Rodrigues de |
contributor_str_mv |
Almeida, Caio Ibsen Rodrigues de |
dc.subject.eng.fl_str_mv |
Asset pricing Stochastic discount factor Risk-neutral probability Hedge funds Tail risk |
topic |
Asset pricing Stochastic discount factor Risk-neutral probability Hedge funds Tail risk Economia Fundos hedge Modelo de precificação de ativos Títulos (Finanças) Processo estocástico Risco (Economia) |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Fundos hedge Modelo de precificação de ativos Títulos (Finanças) Processo estocástico Risco (Economia) |
description |
The main purpose of this paper is to propose a methodology to obtain a hedge fund tail risk measure. Our measure builds on the methodologies proposed by Almeida and Garcia (2015) and Almeida, Ardison, Garcia, and Vicente (2016), which rely in solving dual minimization problems of Cressie Read discrepancy functions in spaces of probability measures. Due to the recently documented robustness of the Hellinger estimator (Kitamura et al., 2013), we adopt within the Cressie Read family, this specific discrepancy as loss function. From this choice, we derive a minimum Hellinger risk-neutral measure that correctly prices an observed panel of hedge fund returns. The estimated risk-neutral measure is used to construct our tail risk measure by pricing synthetic out-of-the-money put options on hedge fund returns of ten specific categories. We provide a detailed description of our methodology, extract the aggregate Tail risk hedge fund factor for Brazilian funds, and as a by product, a set of individual Tail risk factors for each specific hedge fund category. |
publishDate |
2016 |
dc.date.accessioned.fl_str_mv |
2016-06-29T13:39:56Z |
dc.date.available.fl_str_mv |
2016-06-29T13:39:56Z |
dc.date.issued.fl_str_mv |
2016-03-21 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
LEAL, Laura Simonsen. An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2016. |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/10438/16638 |
identifier_str_mv |
LEAL, Laura Simonsen. An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2016. |
url |
https://hdl.handle.net/10438/16638 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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