The joint dynamics of hedge fund returns, illiquidity, and volatility

Research output: Contribution to JournalArticleAcademicpeer-review

LanguageEnglish
Pages43-67
Number of pages25
JournalJournal of Alternative Investments
Volume15
Issue number1
DOIs
StatePublished - Jun 2012

Cite this

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title = "The joint dynamics of hedge fund returns, illiquidity, and volatility",
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language = "English",
volume = "15",
pages = "43--67",
journal = "Journal of Alternative Investments",
issn = "1520-3255",
publisher = "Institutional Investor, Inc",
number = "1",

}

The joint dynamics of hedge fund returns, illiquidity, and volatility. / Wrampelmeyer, Jan.

In: Journal of Alternative Investments, Vol. 15, No. 1, 06.2012, p. 43-67.

Research output: Contribution to JournalArticleAcademicpeer-review

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