- 1 Introduction
- 2 Literature Review
- 3 The Model
- 3.1 The Dogmatist
- 3.2 The Agnostic
- 3.3 The Skeptic
- 3.4 Optimal Portfolios Formation
- 3.5 Performance Evaluation Model
- 3.6 Liquidity Risk Factors
- 4 Data
- 5 Empirical Results
- 5.1 Descriptive Statistics
- 5.2 Performance Evaluation Results
- 5.3 Robustness Tests
- 5.4 Hedge Fund Return Smoothing
- 5.5 Financial Crises and the Effect of Liquidity Risk
- 6 Conclusion
- References
- A Appendix
Persistent link: https://www.econbiz.de/10005868971