Liquidity-Driven Dynamic Asset Allocation

被引：5
|
作者：
Xiong, James X. [1 ]
Sullivan, Rodney N. [2 ]
Wang, Peng [3 ]
机构：
[1] Morningstar Investment Management, Chicago, IL USA
[2] CFA Inst, Charlottesville, VA USA
[3] Univ Virginia Investment Co, Charlottesville, VA USA
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 2013年 / 39卷 / 03期
关键词：
CROSS-SECTION; RISK; ILLIQUIDITY; RETURNS;
D O I：
10.3905/jpm.2013.39.3.102
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：102 / 111
页数：10
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