Liquidity risk, return predictability, and hedge funds' performance : an empirical study
Year of publication: |
2013
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Authors: | Gibson, Rajna ; Wang, Songtao |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 1, p. 219-244
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Subject: | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risiko | Risk | Investmentfonds | Investment Fund |
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