An econometric model of serial correlation and illiquidity in hedge fund returns
| Year of publication: |
2004
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|---|---|
| Authors: | Getmansky, Mila ; Lo, Andrew W. ; Makarov, Igor |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 74.2004, 3, p. 529-610
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