The impact of illiquidity and higher moments of hedge fund returns on their risk-adjusted performance and diversification potential

L. Cavenaile, A. Coën, G.M.B.J. Hübner

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	9-29
Number of pages	21
Journal	Journal of Alternative Investments
Volume	13
Issue number	4
DOIs	https://doi.org/10.3905/jai.2011.13.4.009
Publication status	Published - 1 Jan 2011

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title = "The impact of illiquidity and higher moments of hedge fund returns on their risk-adjusted performance and diversification potential",

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