An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns∗ Mila Getmansky, Andrew W. Lo, and Igor Makarov† This Draft: March 1, 2003 Abstract

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Date: 2003-06-17 13:27:52 Financial services Financial ratios Financial markets Institutional investors Hedge fund Efficient-market hypothesis Sharpe ratio Collective investment scheme Bias ratio Financial economics Investment Finance		An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns∗ Mila Getmansky, Andrew W. Lo, and Igor Makarov† This Draft: March 1, 2003 Abstract Add to Reading List Source URL: www.sec.gov Download Document from Source Website File Size: 625,73 KB Share Document on Facebook

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