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Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min; Jin, Hanqing; Liu, Hong - In: Journal of economic theory 146 (2011) 4, pp. 1598-1630
Persistent link: https://www.econbiz.de/10009261925
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Lifetime consumption and investment : retirement and constrained borrowing
Dybvig, Philip H.; Liu, Hong - In: Journal of economic theory 145 (2010) 3, pp. 885-907
Persistent link: https://www.econbiz.de/10008697137
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Market making with asymmetric information and inventory risk
Liu, Hong; Wang, Yajun - In: Journal of economic theory 163 (2016), pp. 73-109
Persistent link: https://www.econbiz.de/10011593178