An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
Year of publication: |
[2003]
|
---|---|
Authors: | Getmansky Sherman, Mila |
Other Persons: | Lo, Andrew W. (contributor) ; Makarov, Igor (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (92 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.384700 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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