Portfolio choice with illiquid assets

Management Science

Volumn 60, Issue 11, 2014, Pages 2737-2761

  Ang, Andrew ^a,b   Papanikolaou, Dimitris ^b,c   Westerfield, Mark M ^d  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c NORTHWESTERN UNIVERSITY   (United States)

^d UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Alternative assets; Asset allocation; Liquidity; Liquidity crises

Indexed keywords

COMMERCE; INVESTMENTS; LIQUIDS;

ALTERNATIVE ASSETS; ASSET ALLOCATION; LIQUIDITY; LIQUIDITY CRISES; MARKET LIQUIDITY; OPTIMAL ALLOCATION; PORTFOLIO CHOICE; STATE-DEPENDENT;

FINANCIAL MARKETS;

EID: 84908575389     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.2014.1986     Document Type: Article

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