Wednesday, October 12, 2011
Hedge Fund Performance and Liquidity Risk
By Ronnie Sadka, Boston College, Carroll School of Management
Sadka’s paper demonstrates that liquidity risk as measured by the covariation of fund returns, with unexpected changes in aggregate liquidity, is an important predictor of hedge fund performance.
Download the full article here. From the September 2011 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Sadka’s paper demonstrates that liquidity risk as measured by the covariation of fund returns, with unexpected changes in aggregate liquidity, is an important predictor of hedge fund performance.
Download the full article here. From the September 2011 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article
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