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

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

Dettagli Bibliografici
Pubblicato in:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Autore principale: Brandon, Rajna Gibson
Natura: Articolo
Lingua:English
Soggetti:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.