Locked Up by a Lockup: Valuing Liquidity as a Real Option
- 16 September 2010
- journal article
- Published by Wiley in Financial Management
- Vol. 39 (3) , 1069-1096
- https://doi.org/10.1111/j.1755-053x.2010.01104.x
Abstract
No abstract availableKeywords
This publication has 30 references indexed in Scilit:
- Conditional Return Smoothing in the Hedge Fund IndustryJournal of Financial and Quantitative Analysis, 2008
- Managerial Ability, Compensation, and the Closed‐End Fund DiscountThe Journal of Finance, 2007
- Investor Flows and Fund Restrictions in the Hedge Fund IndustrySSRN Electronic Journal, 2007
- Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?Journal of Financial Economics, 2003
- Hedge fund survival lifetimesJournal of Asset Management, 2002
- Do Hedge Funds Hedge?The Journal of Portfolio Management, 2001
- Careers and Survival: Competition and Risk in the Hedge Fund and CTA IndustryThe Journal of Finance, 2001
- Hedge Funds: The Living and the DeadJournal of Financial and Quantitative Analysis, 2000
- The Performance of Hedge Funds: Risk, Return, and IncentivesThe Journal of Finance, 1999
- Asset allocationThe Journal of Portfolio Management, 1992