Illiquidity, position limits, and optimal investment for mutual funds

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:
Illiquidity
Mutual funds
Optimal investment
Portfolio constraints
Position limits
Transaction costs
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103393
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Institution: National University of Singapore
id sg-nus-scholar.10635-103393
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spelling sg-nus-scholar.10635-1033932023-10-30T09:31:26Z Illiquidity, position limits, and optimal investment for mutual funds Dai, M. Jin, H. Liu, H. MATHEMATICS Illiquidity Mutual funds Optimal investment Portfolio constraints Position limits Transaction costs 10.1016/j.jet.2011.03.014 Journal of Economic Theory 146 4 1598-1630 JECTA 2014-10-28T02:36:40Z 2014-10-28T02:36:40Z 2011-07 Article Dai, M., Jin, H., Liu, H. (2011-07). Illiquidity, position limits, and optimal investment for mutual funds. Journal of Economic Theory 146 (4) : 1598-1630. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jet.2011.03.014 00220531 http://scholarbank.nus.edu.sg/handle/10635/103393 000293869700013 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Illiquidity
Mutual funds
Optimal investment
Portfolio constraints
Position limits
Transaction costs
spellingShingle Illiquidity
Mutual funds
Optimal investment
Portfolio constraints
Position limits
Transaction costs
Dai, M.
Jin, H.
Liu, H.
Illiquidity, position limits, and optimal investment for mutual funds
description 10.1016/j.jet.2011.03.014
author2 MATHEMATICS
author_facet MATHEMATICS
Dai, M.
Jin, H.
Liu, H.
format Article
author Dai, M.
Jin, H.
Liu, H.
author_sort Dai, M.
title Illiquidity, position limits, and optimal investment for mutual funds
title_short Illiquidity, position limits, and optimal investment for mutual funds
title_full Illiquidity, position limits, and optimal investment for mutual funds
title_fullStr Illiquidity, position limits, and optimal investment for mutual funds
title_full_unstemmed Illiquidity, position limits, and optimal investment for mutual funds
title_sort illiquidity, position limits, and optimal investment for mutual funds
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/103393
_version_ 1781787725924401152

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