On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation
Year of publication: |
2003-05-01
|
---|---|
Authors: | Ghysels, Eric ; Pereira, João |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | portfolio choice | liquidity | short-selling | choix de portefeuille | liquidité | vente à découvert |
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