The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
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 |
-
Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara, (2022)
-
Olszweski, Francis, (2013)
-
Funds of Hedge Funds : Performance, Assessment, Diversification, and Statistical Properties
Gregoriou, Greg N., (2011)
- More ...
-
Cavenaile, Laurent, (2011)
-
Cavenaile, Laurent, (2011)
-
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES
Bodson, Laurent, (2010)
- More ...