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

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

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Prif Awdur: Brandon, Rajna Gibson
Fformat: Erthygl
Iaith:English
Pynciau:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.