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

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

Библиографические подробности
Опубликовано в::Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Главный автор: Brandon, Rajna Gibson
Формат: Статья
Язык:English
Предметы:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.