Looking for a paper related to tail risk of hedge funds and its decomposition

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I am looking for a paper related to hedge fund tail risks (think skewness and kurtosis), decomposition of the tail risks into several components and their interactions with each other, other funds, and market. When you own a fund of hedge funds, you are interested in tail risks of the hedge funds and their interactions with each other. Does anyone know of paper with this topic?
Thank you.