Illiquidity, position limits, and optimal investment for mutual funds

Min Dai, Hanqing Jin, Hong Liu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1598-1630
Number of pages33
JournalJournal of Economic Theory
Volume146
Issue number4
DOIs
Publication statusPublished - Jul 2011

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