Illiquidity, position limits, and optimal investment for mutual funds
10.1016/j.jet.2011.03.014
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Main Authors: | Dai, M., Jin, H., Liu, H. |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/103393 |
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Institution: | National University of Singapore |
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