30.08.2011 Opalesque Exclusive: Liquidity risk as a predictor of hedge fund performance
By Florian Guldner, Opalesque Asia:

The impact of illiquidity risk on hedge fund returns has been discussed in many studies before. A new research paper published by Ronnie Sadka, Boston College suggests that hedge funds with a significant load on illiquidity risk outperformed low-loading funds by 6.5% annually in the period 1994 - 2009. He also estimates liquidity risk betas for different str

Article source: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1917118 - Opalesque is not responsible for the content of external internet sites
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