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Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 5 / October 2017
- Published online by Cambridge University Press:
- 02 October 2017, pp. 2157-2181
- Print publication:
- October 2017
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Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 29 / Issue 1 / March 1994
- Published online by Cambridge University Press:
- 06 April 2009, pp. 15-29
- Print publication:
- March 1994
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- Article
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