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Optimal Portfolio Liquidation with Distress Risk
Brown, David B.
;
Carlin, Bruce Ian
;
Lobo, Miguel Sousa
- In:
Management Science
56
(
2010
)
11
,
pp. 1997-2014
distress. More generally,
optimal
liquidation
involves selling strictly more of the assets with a lower ratio of permanent to …
Persistent link: https://www.econbiz.de/10009204343
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