Unsmoothing returns of illiquid funds
Year of publication: |
2024
|
---|---|
Authors: | Couts, Spencer J. ; Gonçalves, Andrei S. ; Rossi, Andrea |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 37.2024, 7, p. 2110-2155
|
Subject: | Kapitalmarktrendite | Capital market returns | Investmentfonds | Investment Fund | Liquidität | Liquidity | Autokorrelation | Autocorrelation | Immobilienfonds | Real estate fund | Hedgefonds | Hedge fund | USA | United States | 1995-2017 |
-
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila, (2004)
-
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila, (2003)
-
Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha, (2015)
- More ...
-
A first look at the historical performance of the new NAV REITs
Couts, Spencer J., (2024)
-
The Subjective Risk and Return Expectations of Institutional Investors
Couts, Spencer J., (2023)
-
Reinvestment Risk and the Equity Term Structure
GONÇALVES, ANDREI S., (2021)
- More ...