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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Ang, Andrew"
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"Welt"
~type:"article"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
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