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 journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)9-29
Number of pages21
JournalJournal of Alternative Investments
Issue number4
Publication statusPublished - 1 Jan 2011

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