Market crashes, correlated illiquidity, and portfolio choice
Year of publication: |
2013
|
---|---|
Authors: | Liu, Hong ; Loewenstein, Mark A. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 3, p. 715-732
|
Subject: | Finanzkrise | Financial crisis | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
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