The shadow price of liquidity in asset allocation : a case study
Bac Van Luu, Yazid Sharaiha, Nikolay Doskov, Chirag Patel and David Turkington
| Year of publication: |
2014
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|---|---|
| Authors: | Van Luu, Bac ; Sharaiha, Yazid M. ; Doskov, Nikolay ; Patel, Chirag ; Turkington, David |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 2, p. 14-31
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| Subject: | Illiquidity risk | alternative investments | portfolio optimization | asset allocation | portfolio construction | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Opportunitätskosten | Opportunity cost | Theorie | Theory | Liquidität | Liquidity | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010388914