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Article
Title:
The Fragile Capital Structure of Hedge Funds and the Limits to Arbitrage
Authors:
Xuewen Liu
(
Hong Kong U of Sci & Tech
)
António Mello
(
U WI
)
Journal:
Journal of Financial Economics
Year:
2011
Volume:
102
Pages:
491-506
JEL code:
G23 - Pension Funds; Other Private Financial Institutions
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