Can turnover go to zero?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1057/jdhf.2014.17.pdf
Reference26 articles.
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3. Agarwal, V. and Naik, N.Y. (2000b) Multi-period performance persistence analysis of hedge funds source. Journal of Financial and Quantitative Analysis 35 (3): 327–342.
4. Amin, G. and Kat, H. (2003) Stocks, bonds and hedge funds: Not a free lunch!. Journal of Portfolio Management 29 (4): 113–120.
5. Asness, C.S., Krail, R.J. and Liew, J.M. (2001) Do hedge funds hedge? Journal of Portfolio Management 28 (1): 6–19.
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A Spectral Model of Turnover Reduction;Econometrics;2015-07-29
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3. Spectral Model of Turnover Reduction;SSRN Electronic Journal;2014
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