Portfolio choice and pricing in illiquid markets

Journal of Economic Theory

Volumn 144, Issue 2, 2009, Pages 532-564

  Gârleanu, Nicolae ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CEPR   (United Kingdom)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Discount; Liquidity; Portfolio choice; Search; Trading delays; Transaction costs

Indexed keywords

EID: 59749099375     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/j.jet.2008.07.006     Document Type: Article

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