Hedge fund return dependence : model misspecification or liquidity spirals?
Year of publication: |
October 2017
|
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Authors: | Sias, Richard W. ; Turtle, Harry J. ; Zykaj, Blerina |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 5, p. 2157-2181
|
Subject: | Modellierung | Scientific modelling | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Hedging |
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