LIQUIDITY RISK - THE IMPACT OF ILLIQUIDITY AND HIGHER MOMENTS OF HEDGE FUND RETURNS ON THEIR RISK-ADJUSTED PERFORMANCE AND DIVERSIFICATION POTENTIAL
Year of publication: |
2011
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Authors: | Cavenaile, Laurent ; Coën, Alain ; Hübner, Georges |
Published in: |
The journal of alternative investments. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2049760X. - Vol. 13.2011, 4, p. 9-30
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