Liquidity and conditional portfolio choice : a nonparametric investigation
Year of publication: |
2008
|
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Authors: | Ghysels, Eric ; Pereira, João Pedro |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 4, p. 679-699
|
Subject: | Portfolio-Management | Portfolio selection | Liquiditätspräferenz | Liquidity preference | Nichtparametrisches Verfahren | Nonparametric statistics |
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