Market Liquidity and Exposure of Hedge Funds
Year of publication: |
2011-10-19
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Authors: | Siegmann, Arjen ; Stefanova, Denitsa |
Institutions: | Tinbergen Instituut |
Subject: | hedge funds | market liquidity | limits to arbitrage | liquidity timing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 11-150/2/DSF27 |
Classification: | G12 - Asset Pricing ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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