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

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

書目詳細資料
發表在:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
主要作者: Brandon, Rajna Gibson
格式: Article
語言:English
主題:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.