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Capacity Constraints and Hedge Fund Strategy Returns

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References

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An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

220 cited

Cited by

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2009Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn57 cited
2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature52 cited
2010The Stochastic Seasonal Behaviour of Natural Gas Prices45 cited
2009Does Size Matter in the Hedge Fund Industry?43 cited