An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
Year of publication: |
[2010]
|
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Authors: | Getmansky Sherman, Mila |
Other Persons: | Lo, Andrew W. (contributor) ; Makarov, Igor (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Theorie | Theory | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Hedgefonds | Hedge fund | Hedging | Investmentfonds | Investment Fund |
Extent: | 1 Online-Ressource (90 p) |
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Series: | NBER Working Paper ; No. w9571 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2003 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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