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~subject:"Transaction costs"
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Loewenstein, Mark A.
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Liu, Hong
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Jang, Bong-gyu
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Koo, Hyeng-keun
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Journal of mathematical economics
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ECONIS (ZBW)
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1
Market crashes, correlated illiquidity, and portfolio choice
Liu, Hong
;
Loewenstein, Mark A.
- In:
Management science : journal of the Institute for …
59
(
2013
)
3
,
pp. 715-732
Persistent link: https://www.econbiz.de/10009731240
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2
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
3
Optimal portfolio selection with transaction costs and finite horizons
Liu, Hong
;
Loewenstein, Mark A.
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 805-835
Persistent link: https://www.econbiz.de/10001688873
Saved in:
4
On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market
Loewenstein, Mark A.
- In:
Journal of mathematical economics
33
(
2000
)
2
,
pp. 209-228
Persistent link: https://www.econbiz.de/10001450140
Saved in:
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