Return smoothing, liquidity costs, and investor flows : evidence from a separate account platform
Charles Cao, Grant Farnsworth, Bing Liang, Andrew W. Lo
| Year of publication: |
July 2017
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| Authors: | Cao, Charles Q. ; Farnsworth, Grant ; Liang, Bing ; Lo, Andrew W. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 7, p. 2233-2250
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| Subject: | hedge funds | separate accounts | return smoothing | share restrictions | Kapitaleinkommen | Capital income | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2015.2401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729386