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

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

Bibliographic Details
Published in:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Main Author: Brandon, Rajna Gibson
Format: Article
Language:English
Subjects:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.