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The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29
Persistent link: https://www.econbiz.de/10009008651
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A note on the use of modified value-at-risk
Cavenaile, Laurent; Lejeune, Thomas - In: The journal of alternative investments 14 (2011/12) 4, pp. 79-83
Persistent link: https://www.econbiz.de/10009550869
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A NOTE ON THE USE OF MODIFIED VALUE-AT-RISK
Cavenaile, Laurent; Lejeune, Thomas - In: The journal of alternative investments 14 (2012) 4, pp. 79-79
Persistent link: https://www.econbiz.de/10010015993
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LIQUIDITY RISK - THE IMPACT OF ILLIQUIDITY AND HIGHER MOMENTS OF HEDGE FUND RETURNS ON THEIR RISK-ADJUSTED PERFORMANCE AND DIVERSIFICATION POTENTIAL
Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2011) 4, pp. 9-30
Persistent link: https://www.econbiz.de/10008997361