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Is there a real estate allocation puzzle?
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 61-74
Persistent link: https://www.econbiz.de/10010209716
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Illiquidity and portfolio risk of thinly traded assets
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 126-138
Persistent link: https://www.econbiz.de/10003967211
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ILLIQUIDITY AND PORTFOLIO RISK OF THINLY-TRADED ASSETS
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … (2009)
Persistent link: https://www.econbiz.de/10008321297
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THE MARKET - REGIMES: Nonparametric Identification and Forecasting
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … 36 (2010) 2, pp. 94-106
Persistent link: https://www.econbiz.de/10008395348