The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme
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References listed on IDEAS
- Getmansky, Mila & Lo, Andrew W. & Makarov, Igor, 2004.
"An econometric model of serial correlation and illiquidity in hedge fund returns,"
Journal of Financial Economics,
Elsevier, vol. 74(3), pages 529-609, December.
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KeywordsHedge Fund; Sharpe Performance; Manager Incentive; Loss Carry Forward; Performance Smoothing;
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