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

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

书目详细资料
发表在:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
主要作者: Brandon, Rajna Gibson
格式: 文件
语言:English
主题:
Hedge funds.
Portfolio performance.
Emerging markets.
Managerial skills.
Risk factors.
Liquidity.