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The Journal of Alternative Investments

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Measuring Hedge Fund Liquidity Mismatch

George O. Aragon, A. Tolga Ergun, Giulio Girardi and Mila Getmansky Sherman
The Journal of Alternative Investments Summer 2021, 24 (1) 26-42; DOI: https://doi.org/10.3905/jai.2021.1.134
George O. Aragon
is an associate professor of finance in the W. P. Carey School of Business at Arizona State University in Tempe, AZ
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A. Tolga Ergun
is a financial economist in the Division of Economic and Risk Analysis at the US Securities and Exchange Commission in Washington, DC
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Giulio Girardi
is a senior financial economist in the Division of Economic and Risk Analysis at the US Securities and Exchange Commission in Washington, DC
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Mila Getmansky Sherman
is a professor of finance at the Isenberg School of Management, University of Massachusetts Amherst, in Amherst, MA
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The Journal of Alternative Investments: 24 (1)
The Journal of Alternative Investments
Vol. 24, Issue 1
Summer 2021
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Measuring Hedge Fund Liquidity Mismatch
George O. Aragon, A. Tolga Ergun, Giulio Girardi, Mila Getmansky Sherman
The Journal of Alternative Investments Jun 2021, 24 (1) 26-42; DOI: 10.3905/jai.2021.1.134

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Measuring Hedge Fund Liquidity Mismatch
George O. Aragon, A. Tolga Ergun, Giulio Girardi, Mila Getmansky Sherman
The Journal of Alternative Investments Jun 2021, 24 (1) 26-42; DOI: 10.3905/jai.2021.1.134
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  • Article
    • Abstract
    • HEDGE FUND LIQUIDITY COMPONENTS AND MISMATCH MEASURE
    • DATA AND SUMMARY STATISTICS
    • LIQUIDITY MISMATCHES
    • CONCLUSIONS
    • ACKNOWLEDGMENTS
    • APPENDIX
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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