Optimizing a portfolio of liquid and illiquid assets
John M. Mulvey, Woo Chang Kim, and Changle Lin
| Year of publication: |
[2017]
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|---|---|
| Authors: | Mulvey, John M. ; Kim, Woo Chang ; Lin, Changle |
| Published in: |
Optimal financial decision making under uncertainty. - [Cham] : Springer, ISBN 3-319-41611-1. - 2017, p. 151-175
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| Subject: | Bilanzstrukturmanagement | Asset-liability management | Institutioneller Investor | Institutional investor | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-41613-7_7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011558452