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

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

Détails bibliographiques
Publié dans:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Auteur principal: Brandon, Rajna Gibson
Format: Article
Langue:English
Sujets:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.