Illiquidity, position limits, and optimal investment for mutual funds
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kaniel, Ron & tompaidis, stathis & Zhou, Ti, 2017. "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," CEPR Discussion Papers 12285, C.E.P.R. Discussion Papers.
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- Jin Hyuk Choi, 2016. "Optimal consumption and investment with liquid and illiquid assets," Papers 1602.06998, arXiv.org, revised Jan 2019.
- Johannes Muhle-Karbe & Ren Liu, 2012. "Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints," Papers 1205.4588, arXiv.org, revised Jan 2013.
More about this item
KeywordsIlliquidity Portfolio constraints Position limits Transaction costs Mutual funds Optimal investment;
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