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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919
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Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha; Kosowski, Robert L. - 2015
Persistent link: https://www.econbiz.de/10011289235
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Liquid alternative mutual funds versus hedge funds : returns, risk factors, and diversification
Hartley, Jonathan S. - In: The journal of alternative investments 22 (2019) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10012106879
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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
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Liquidity provision and the cross section of hedge fund returns
Jame, Russell - In: Management science : journal of the Institute for … 64 (2018) 7, pp. 3288-3312
Persistent link: https://www.econbiz.de/10011899770
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Risikomanagement für Investmentfonds und Hedge Funds - Status quo vadis?
Oehler, Andreas (ed.); Bongers, Ottmar (contributor) - 2007
Persistent link: https://www.econbiz.de/10003449545
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The Principles of Alternative Investments Management : A Study of the Global Market
Sokołowska, Ewelina - 2016
Alternative Investments on Contemporary Financial Market -- Hedge Funds -- Investment Strategies of Hedge Funds -- Funds of Funds -- Managed Futures Investments -- Structured Products -- Private Equity/Venture Capital Investments -- Conclusion -- Bibliography.
Persistent link: https://www.econbiz.de/10014020081
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The principles of alternative investments management : a study of the global market
Sokołowska, Ewelina - 2016
Persistent link: https://www.econbiz.de/10011326528