The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Laurent Cavenaile, Alain Coën, and Georges Hübner
| Year of publication: |
2011
|
|---|---|
| Authors: | Cavenaile, Laurent ; Coën, Alain ; Hübner, Georges |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 13.2010/11, 4, p. 9-29
|
| Subject: | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Welt | World | 1994-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009008651