Hedge fund return sensitivity to global liquidity
Stephan Kessler; Bernd Scherer
| Year of publication: |
2011
|
|---|---|
| Authors: | Kessler, Stephan ; Scherer, Bernd |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 14.2011, 2, p. 301-311
|
| Subject: | State space models | Principal component analysis | Liquidity measurement | Hedge fund returns | Risk factor models | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Zustandsraummodell | State space model | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009266959