共 50 条
- [3] Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets AMERICAN ECONOMIC REVIEW, 2009, 99 (04): : 1119 - 1144
- [4] Portfolio choice in the presence of personal illiquid projects JOURNAL OF FINANCE, 2002, 57 (01): : 303 - 328
- [5] Optimal portfolio choice and the valuation of illiquid securities REVIEW OF FINANCIAL STUDIES, 2001, 14 (02): : 407 - 431
- [8] Portfolio choice with illiquid asset for a loss-averse pension fund investor INSURANCE MATHEMATICS & ECONOMICS, 2023, 108 : 60 - 83
- [9] Dynamic portfolio choice and asset pricing with differential information JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1998, 22 (07): : 1027 - 1051