Liquidity risk, return predictability, and hedge funds' performance an empirical study.

Liquidity risk, return predictability, and hedge funds' performance an empirical study.

Opis bibliograficzny
Wydane w:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
1. autor: Brandon, Rajna Gibson
Format: Artykuł
Język:English
Hasła przedmiotowe:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.