Illiquidity, position limits, and optimal investment for mutual funds

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@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",

}