How Liquid are Liquid Hedge Funds?
Many hedge funds impose minimal share restrictions and allow investors to redeem on a monthly basis or better. We find that there is significant variation in the liquidity risk exposure of these “liquid” funds. Within this group of funds, those that embrace liquidity risk outperform those that esche...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/bnp_research/15 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1014&context=bnp_research |
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| Institution: | Singapore Management University |
| Language: | English |