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

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

Dades bibliogràfiques
Publicat a:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Autor principal: Brandon, Rajna Gibson
Format: Article
Idioma:English
Matèries:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.