haku: @author Liang, B. / yhteensä: 7
viitteet: 1-7 / 7
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1.
Risk measures for hedge funds: a cross-sectional approach
European Financial Management
2007 : MAR, VOL. 13:2, p. 333-370
 2007 Liang, B.
Park, H.
2.
Do hedge funds have enough capital? a value-at-risk approach
Journal of Financial Economics
2005 : JULY, VOL. 77:1, p. 219-253
 2005 Gupta, A.
Liang, B.
3.
Hedge Fund Performance: 1990-1999
Financial Analysts' Journal
2001 : JAN-FEB, VOL. 57:1, p. 11-18
 2001 Liang, B.
4.
Do all-stars shine? Evaluation of analyst recommendations
Financial Analysts' Journal
2000 : MAY/JUN, VOL. 56:3, p. 20-29
 2000 Desai, H.
Liang, B.
Singh, A.
5.
Portfolio formation, measurement errors, and beta shifts: a random sampling approach
Journal of Financial Research
2000 : FALL, VOL. 23:3, p. 261-284
 2000 Liang, B.
6.
Portfolio formation, measurement errors, and beta shifts: a random sampling approach
Journal of Financial Research
2000 : FALL, VOL. 23:3, p. 261-284
 2000 Liang, B.
7.
On the performance of hedge funds
Financial Analysts' Journal
1999 : JUL-AUG, VOL. 55:4, p. 72-85
 1999 Liang, B.
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