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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Portfolio-Management"
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Dai, Min
5
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
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Journal of banking & finance
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ECONIS (ZBW)
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1
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
Saved in:
2
The bull of Wall Street : experimental analysis of testosterone and asset trading
Nadler, Amos
;
Jiao, Peiran
;
Johnson, Cameron J.
; …
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4032-4051
Persistent link: https://www.econbiz.de/10011921474
Saved in:
3
Valuing thinly traded assets
Longstaff, Francis A.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
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4
High-frequency trading strategies
Goldstein, Michael A.
;
Kwan, Amy
;
Philip, Richard
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4413-4434
Persistent link: https://www.econbiz.de/10014339256
Saved in:
5
How do shocks arise and spread across stock markets? : a microstructure perspective
Bongaerts, Dion
;
Roll, Richard
;
Rösch, Dominik
;
Dijk, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3071-3089
Persistent link: https://www.econbiz.de/10013368378
Saved in:
6
Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Saved in:
7
Portfolio choice with market closure and implications for
liquidity
premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
8
Incomplete information and the
liquidity
premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
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9
Risk analysis for large pools of loans
Sirignano, Justin
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
Saved in:
10
Asset pricing with downside
liquidity
risks
Anthonisz, Sean A.
;
Putniņš, Tālis J.
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
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