Etusivu

Lähteet

  1. Agarwal, V., N. Y. Naik (2004). Risk and Portfolio Decisions Involving Hedge Funds. Review of Financial Studies 17, 63-98.
  2. Aragon, G. O. (2007). Share Restrictions and Asset Pricing: Evidence from the Hedge Fund Industry. Journal of Financial Economics  83, 33-58.
  3. Brandon, R. G., S. Wang (2008). Hedge Fund Alphas: Do They Reflect Managerial Skills or Mere Compensation for Liquidity Risk Bearing? Swiss Finance Institute Paper No. 08-37.
  4. Peltomäki, J. (2007). The Asymmetric Impact on Volatility Risk on Hedge Fund Returns. Journal of Applied Finance 17, 88-95.