Liquidity Risk and the Cross-Section of Hedge-Fund Returns

2010 ◽  
Author(s):  
Ronnie Sadka
Keyword(s):  
Cross Section ◽  
Hedge Fund ◽  
Liquidity Risk ◽  
The Cross ◽  
Hedge Fund Returns

Systematic risk and the cross section of hedge fund returns

2012 ◽  
Vol 106 (1) ◽  
pp. 114-131 ◽  
Author(s):  
Turan G. Bali ◽  
Stephen J. Brown ◽  
Mustafa Onur Caglayan
Keyword(s):  
Cross Section ◽  
Hedge Fund ◽  
Systematic Risk ◽  
The Cross ◽  
Hedge Fund Returns

Value at risk and the cross-section of hedge fund returns

2007 ◽  
Vol 31 (4) ◽  
pp. 1135-1166 ◽  
Author(s):  
Turan G. Bali ◽  
Suleyman Gokcan ◽  
Bing Liang
Keyword(s):  
At Risk ◽  
Cross Section ◽  
Value At Risk ◽  
Hedge Fund ◽  
The Cross ◽  
Hedge Fund Returns

Systematic Risk and the Cross-Section of Hedge Fund Returns

2011 ◽  
Author(s):  
Turan G. Bali ◽  
Stephen J. Brown ◽  
Mustafa O. Caglayan
Keyword(s):  
Cross Section ◽  
Hedge Fund ◽  
Systematic Risk ◽  
The Cross ◽  
Hedge Fund Returns
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