Liquidity might come at cost : the role of heterogeneous preferences
Shmuel Hauser, Haim Kedar-Levy
| Year of publication: |
2018
|
|---|---|
| Authors: | Hauser, Shmuel ; Kedar-Levy, Haim |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 39.2018, p. 1-23
|
| Subject: | Discount rate risk | Heterogeneity | Liquidity | Sharpe ratio | Turnover | Theorie | Theory | Portfolio-Management | Portfolio selection | Liquidität | Risiko | Risk | Diskontierung | Discounting |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2018.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001870