An econometric model of serial correlation and illiquidity in hedge fund returns:
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9571 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 87 S. graph. Darst. |
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| index_date | 2024-07-02T22:41:26Z |
| indexdate | 2025-05-08T10:01:53Z |
| institution | BVB |
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| 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 |
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