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Illiquidity and portfolio risk of thinly traded assets
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 126-138
Persistent link: https://www.econbiz.de/10003967211
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Optimal portfolio selection : the role of illiquidity and investment horizon
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of real estate research 39 (2017) 4, pp. 515-535
Persistent link: https://www.econbiz.de/10011825544
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Performance of thinly traded assets : a case in real estate
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The financial review : the official publication of the … 48 (2013) 3, pp. 511-536
Persistent link: https://www.econbiz.de/10009782056