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

页码：102 / 111

页数：10

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