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How Costly Are Stale Prices? Illiquidity in Hedge Fund Returns and Its Implications for Asset Allocation
Stoner, Brian, (2017)
Explaining hedge fund investment styles by loss aversion
Siegmann, Adriaan Hendrik, (2002)
Recent advances in explaining hedge fund returns : implicit factors and exposures
Stafylas, Dimitrios, (2017)
A Utility-Based Approach to Pricing Hedge Fund Liquidity
Rudin, Alexander, (2017)
Derivative applications to asset allocation and multi-asset management
Cazalet, William, (2024)
Hedging and constructing portfolios of active strategies : strategy time horizon and estimation errors
Rudin, Alexander, (2018)