Illiquidity, position limits, and optimal investment for mutual funds

Min Dai, Hanqing Jin, Hong Liu

Research output: Journal article publication › Journal article › Academic research › peer-review

18 Citations (Scopus)

More information

@article{b180c4776aef485d871ed3bfa5b9b766,

title = "Illiquidity, position limits, and optimal investment for mutual funds",

author = "Min Dai and Hanqing Jin and Hong Liu",

year = "2011",

month = jul,

doi = "10.1016/j.jet.2011.03.014",

language = "English",

volume = "146",

pages = "1598--1630",

journal = "Journal of Economic Theory",

issn = "0022-0531",

publisher = "Academic Press Inc.",

number = "4",

}