An econometric model of serial correlation and illiquidity in hedge fund returns:
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9571 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w9571.pdf |
| Umfang: | 87 S. graph. Darst. |
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| author | Getmansky, Mila 1976- Lo, Andrew W. 1960- Makarov, Igor 1976- |
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| id | DE-604.BV023590236 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:23:13Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016905566 |
| oclc_num | 52060466 |
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| 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_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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