Illiquidity, position limits, and optimal investment for mutual funds

10.1016/j.jet.2011.03.014

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Bibliographic Details
Main Authors: Dai, M., Jin, H., Liu, H.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103393
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Institution: National University of Singapore