Liquidity Regimes and Optimal Dynamic Asset Allocation

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SSRN Electronic Journal 2018

Liquidity Regimes and Optimal Dynamic Asset Allocation

Collin-Dufresne, Pierre mname, Daniel, Kent D. mname, Saalam, Mehmet mname
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Year:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3099895
File:
PDF, 1.61 MB
english, 2018
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