Capacity constraints and hedge fund strategy returns

European Financial Management

Volumn 13, Issue 2, 2007, Pages 239-256

  Naik, Narayan Y ^a   Ramadorai, Tarun ^b   Stromqvist, Maria ^c  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Alpha; Capacity constraints; Factor models; Flows; Hedge funds; Performance fees

Indexed keywords

EID: 33847411502     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2006.00353.x     Document Type: Article

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