Conditional portfolio allocation : does aggregate market liquidity matter?
Tarik Bazgour, Cedric Heuchenne, Danielle Sougné
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Bazgour, Tarik ; Heuchenne, Cedric ; Sougné, Danielle |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 35.2016, p. 110-135
|
| Subject: | Aggregate market liquidity | Portfolio choice | Nonparametric methods | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquidität | Liquidity | Marktliquidität | Market liquidity | Aggregation | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662728