The Liquidity Risk of Liquid Hedge Funds
This paper evaluates hedge funds that grant favorable redemption terms to investors. Within this group of purportedly liquid funds, high net inflow funds subsequently outperform low net inflow funds by 4.79 percent per year after adjusting for risk. The return impact of fund flows is stronger when f...
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| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2011
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/bnp_research/12 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1009&context=bnp_research |
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إضافة وسم
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| المؤسسة: | Singapore Management University |
| اللغة: | English |