Open AccessLiquidity Regimes and Optimal Dynamic Asset Allocation
Author(s) -
Pierre CollinDufresne,
Kent Daniel,
Mehmet Sağlam
Publication year - 2018
Language(s) - English
Resource type - Reports
DOI - 10.3386/w24222
Subject(s) - market liquidity , asset allocation , asset (computer security) , economics , liquidity risk , business , monetary economics , financial economics , computer science , computer security , portfolio