Work

Accounting for Illiquidity and Non-Normality of Returns in the Performance Assessment

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.271258

Author: Zsolt Berenyi

Institution: Ludwig-Maximilians-Universität München

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1516465547

Cites: 33

Cited by: 18

Related to: 10