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

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

Bibliografiska uppgifter
I publikationen:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Huvudupphovsman: Brandon, Rajna Gibson
Materialtyp: Artikel
Språk:English
Ämnen:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.