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

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

Podrobná bibliografie
Vydáno v:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Hlavní autor: Brandon, Rajna Gibson
Médium: Článek
Jazyk:English
Témata:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.