An econometric model of serial correlation and illiquidity in hedge fund returns:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9571 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 87 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV023590236 | ||
| 003 | DE-604 | ||
| 005 | 20090807 | ||
| 007 | t | ||
| 008 | 021128s2003 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)52060466 | ||
| 035 | |a (DE-599)BVBBV023590236 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 |a DE-19 | ||
| 050 | 0 | |a HB1 | |
| 082 | 0 | |a 330.072 | |
| 100 | 1 | |a Getmansky, Mila |d 1976- |e Verfasser |0 (DE-588)13048640X |4 aut | |
| 245 | 1 | 0 | |a An econometric model of serial correlation and illiquidity in hedge fund returns |c Mila Getmansky ; Andrew W. Lo ; Igor Makarov |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2003 | |
| 300 | |a 87 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 9571 | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Hedge funds | |
| 650 | 4 | |a Liquidity (Economics) |x Mathematical models | |
| 650 | 4 | |a Mutual funds | |
| 650 | 4 | |a Risk management | |
| 700 | 1 | |a Lo, Andrew W. |d 1960- |e Verfasser |0 (DE-588)124791433 |4 aut | |
| 700 | 1 | |a Makarov, Igor |d 1976- |e Verfasser |0 (DE-588)131538993 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 9571 |w (DE-604)BV002801238 |9 9571 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w9571.pdf |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016905566 | ||
Datensatz im Suchindex
| _version_ | 1804138246045696000 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Getmansky, Mila 1976- Lo, Andrew W. 1960- Makarov, Igor 1976- |
| author_GND | (DE-588)13048640X (DE-588)124791433 (DE-588)131538993 |
| author_facet | Getmansky, Mila 1976- Lo, Andrew W. 1960- Makarov, Igor 1976- |
| author_role | aut aut aut |
| author_sort | Getmansky, Mila 1976- |
| author_variant | m g mg a w l aw awl i m im |
| building | Verbundindex |
| bvnumber | BV023590236 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)52060466 (DE-599)BVBBV023590236 |
| dewey-full | 330.072 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.072 |
| dewey-search | 330.072 |
| dewey-sort | 3330.072 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01560nam a2200409zcb4500</leader><controlfield tag="001">BV023590236</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090807 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">021128s2003 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)52060466</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023590236</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.072</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Getmansky, Mila</subfield><subfield code="d">1976-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13048640X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An econometric model of serial correlation and illiquidity in hedge fund returns</subfield><subfield code="c">Mila Getmansky ; Andrew W. Lo ; Igor Makarov</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">87 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">9571</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedge funds</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Liquidity (Economics)</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mutual funds</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Lo, Andrew W.</subfield><subfield code="d">1960-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124791433</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Makarov, Igor</subfield><subfield code="d">1976-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)131538993</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">9571</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">9571</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w9571.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016905566</subfield></datafield></record></collection> |
| id | DE-604.BV023590236 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:26Z |
| indexdate | 2024-07-09T21:25:08Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016905566 |
| oclc_num | 52060466 |
| open_access_boolean | 1 |
| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 87 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Getmansky, Mila 1976- Verfasser (DE-588)13048640X aut An econometric model of serial correlation and illiquidity in hedge fund returns Mila Getmansky ; Andrew W. Lo ; Igor Makarov Cambridge, Mass. National Bureau of Economic Research 2003 87 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9571 Mathematisches Modell Hedge funds Liquidity (Economics) Mathematical models Mutual funds Risk management Lo, Andrew W. 1960- Verfasser (DE-588)124791433 aut Makarov, Igor 1976- Verfasser (DE-588)131538993 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9571 (DE-604)BV002801238 9571 http://papers.nber.org/papers/w9571.pdf kostenfrei Volltext |
| spellingShingle | Getmansky, Mila 1976- Lo, Andrew W. 1960- Makarov, Igor 1976- An econometric model of serial correlation and illiquidity in hedge fund returns National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Hedge funds Liquidity (Economics) Mathematical models Mutual funds Risk management |
| title | An econometric model of serial correlation and illiquidity in hedge fund returns |
| title_auth | An econometric model of serial correlation and illiquidity in hedge fund returns |
| title_exact_search | An econometric model of serial correlation and illiquidity in hedge fund returns |
| title_exact_search_txtP | An econometric model of serial correlation and illiquidity in hedge fund returns |
| title_full | An econometric model of serial correlation and illiquidity in hedge fund returns Mila Getmansky ; Andrew W. Lo ; Igor Makarov |
| title_fullStr | An econometric model of serial correlation and illiquidity in hedge fund returns Mila Getmansky ; Andrew W. Lo ; Igor Makarov |
| title_full_unstemmed | An econometric model of serial correlation and illiquidity in hedge fund returns Mila Getmansky ; Andrew W. Lo ; Igor Makarov |
| title_short | An econometric model of serial correlation and illiquidity in hedge fund returns |
| title_sort | an econometric model of serial correlation and illiquidity in hedge fund returns |
| topic | Mathematisches Modell Hedge funds Liquidity (Economics) Mathematical models Mutual funds Risk management |
| topic_facet | Mathematisches Modell Hedge funds Liquidity (Economics) Mathematical models Mutual funds Risk management |
| url | http://papers.nber.org/papers/w9571.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT getmanskymila aneconometricmodelofserialcorrelationandilliquidityinhedgefundreturns AT loandreww aneconometricmodelofserialcorrelationandilliquidityinhedgefundreturns AT makarovigor aneconometricmodelofserialcorrelationandilliquidityinhedgefundreturns |