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~subject:"Portfolio selection"
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Portfolio selection
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Seasoned equity offering
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Liu, Weimin
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Economic modelling
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Biases in decomposing holding-period portfolio returns
Liu, Weimin
;
Strong, Norman
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
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2
The Epstein-Zin model with liquidity extension
Liu, Weimin
;
Luo, Di
;
Zhao, Huainan
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011436806
Saved in:
3
Transaction costs, liquidity risk, and the CCAPM
Liu, Weimin
;
Luo, Di
;
Zhao, Huainan
- In:
Journal of banking & finance
63
(
2016
),
pp. 126-145
Persistent link: https://www.econbiz.de/10011634184
Saved in:
4
Further tests of asset pricing models : liquidity risk matters
Ma, Xiuli
;
Zhang, Xindong
;
Liu, Weimin
- In:
Economic modelling
95
(
2021
),
pp. 255-273
Persistent link: https://www.econbiz.de/10012695989
Saved in:
5
Test for market timing using daily fund returns
Jiang, Lei
;
Liu, Weimin
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 184-196
Persistent link: https://www.econbiz.de/10013540664
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