Hedge Fund Return Dependence: Model Misspecification or...

Journal of Financial and Quantitative Analysis 2017 / 10 Vol. 52; Iss. 5

Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?

Sias, Richard, Turtle, Harry J., Zykaj, Blerina
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Volume:
52
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109017000679
Date:
October, 2017
File:
PDF, 526 KB
english, 2017
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