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Risk and performance estimation in hedge funds revisited: Evidence from errors in variables
Coën, Alain, (2009)
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES
Bodson, Laurent, (2010)
LIQUIDITY RISK - THE IMPACT OF ILLIQUIDITY AND HIGHER MOMENTS OF HEDGE FUND RETURNS ON THEIR RISK-ADJUSTED PERFORMANCE AND DIVERSIFICATION POTENTIAL
Cavenaile, Laurent, (2011)