An econometric model of serial correlation and illiquidity in hedge fund returns

Mila Getmansky, Andrew Lo () and Igor Makarov

Journal of Financial Economics, 2004, vol. 74, issue 3, 529-609

Date: 2004
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Citations: View citations in EconPapers (335)

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Related works:
Working Paper: An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns (2003)
Working Paper: An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)
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