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The price of liquidity in the reinsurance of fund returns

Saunders, David M.; Seco, Luis; Senn, Markus - In: The journal of investment strategies 9 (2020) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10012598960

Risk management lessons from long-term capital management

Jorion, Philippe - In: European financial management : the journal of the … 6 (2000) 3, pp. 277-300

Persistent link: https://www.econbiz.de/10001518190

Long-term capital management : regulators need to focus greater attention on systemic risk ; report to congressional requesters

1999

Persistent link: https://www.econbiz.de/10001595042

Funding Liquidity Risk and Hedge Fund Performance

Ilerisoy, Mahmut - 2017

This paper provides evidence on the interaction between hedge funds' performance and their market liquidity risk and … funding liquidity risk. We demonstrate that funding liquidity risk is an important determinant of hedge fund performance …. Hedge funds with high loadings on the funding liquidity factor underperform low-loading funds by about 2.47% (11 …

Persistent link: https://www.econbiz.de/10012973192