Bartolo, Michael (2008年9月). “Hedge Fund Strategies Guide”. Goizueta Business School. Emory University. 2009年11月28日時点のオリジナルよりアーカイブ。2017年4月13日閲覧。
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Jaeger, Lars (2005年4月28日). “Risk Management for Hedge Fund Portfolios” (PDF). Presentation at ETHZ [Eidgenössische Technische Hochschule Zürich]. Partners Group. 2011年3月17日閲覧。
“Hedge Fund Leverage”. National Bureau of Economic Research. pp. 28–29 (2011年2月). 2017年4月22日閲覧。 “This paper presents, to our knowledge, the first formal analysis of hedge fund leverage using actual leverage ratios. Our unique dataset from a fund-of-hedge funds provides us with both a time series of hedge fund leverage from December 2004 to October 2009, which includes the worst periods of the financial crisis, and a cross section to investigate the determinants of the dynamics of hedge fund leverage.”
“Hedge Fund Leverage”. National Bureau of Economic Research. pp. 28–29 (2011年2月). 2017年4月22日閲覧。 “[H]edge fund leverage is fairly modest, especially compared with the listed leverage of broker/dealers and investment banks.”
“Hedge Fund Leverage”. National Bureau of Economic Research. pp. 28–29 (2011年2月). 2017年4月22日閲覧。 “[H]edge fund leverage is counter-cyclical to the market leverage of listed financial intermediaries. In particular, hedge fund leverage decreases prior to the start of the financial crisis in mid-2007, where the leverage of investment banks and the finance sector continues to increase. At the worst periods of the financial crisis in late 2008, hedge fund leverage is at its lowest while the leverage of investment banks is at its highest.”
“López de Prado, M. and A. Peijan: Measuring Loss Potential of Hedge Fund Strategies”, Journal of Alternative Investments7 (1): pp. 7–31, (2004), SSRN641702
“López de Prado, M. and A. Peijan: Measuring Loss Potential of Hedge Fund Strategies”, Journal of Alternative Investments7 (1): pp. 7–31, (2004), SSRN641702
