An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
收藏NBER2003-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9571
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资源简介：
The returns to hedge funds and other alternative investments are often highly serially correlated in sharp contrast to the returns of more traditional investment vehicles such as long-only equity portfolios and mutual funds. In this paper, we explore several sources of such serial correlation and
提供机构：
美国国家经济研究局
创建时间：
2003-03-01
