Replication for "Unsmoothing Returns of Illiquid Funds"

NIAID Data Ecosystem2026-05-01 收录

下载链接：

https://doi.org/10.7910/DVN/ZIJASL

下载链接

链接失效反馈

官方服务：

资源简介：

Replication code for "Unsmoothing Returns of Illiquid Funds"

创建时间：

2024-02-08

Replication for "Unsmoothing Returns of Illiquid Funds"

Replication code for "Unsmoothing Returns of Illiquid Funds"

DataCite Commons2025-05-12 更新60

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

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 port

NBER2003-03-01 更新80

Replication Code for Optimal Illiquidity

This contains the replication code for "Optimal Illiquidity" by John Beshears, James Choi, Christopher Clayton, Christopher Harris, David Laibson, and Brigitte Madrian.

NIAID Data Ecosystem00

Replication for \"Unsmoothing Returns of Illiquid Funds\"

Replication code for \"Unsmoothing Returns of Illiquid Funds\"

DataONE2024-02-08 更新50

Riding the Bubble? Chasing Returns into Illiquid Assets

Household investors chase stock market returns. Surveys suggest that households intend to "ride the bubble" by buying stocks early in a boom and selling stocks early in a bust. This implies that house

NBER2014-07-01 更新20