How did hedge funds macro strategies performed in times of crisis and can those performances be explained by an exposition to tail risk?

Bibliographic reference Collier, Martin. How did hedge funds macro strategies performed in times of crisis and can those performances be explained by an exposition to tail risk?. Louvain School of Management, Université catholique de Louvain, 2023. Prom. : Iania, Leonardo.
Permanent URL http://hdl.handle.net/2078.1/thesis:38666