Andrew Ang, Dimitris Papanikolaou, Mark M. Westerfield. Portfolio Choice with Illiquid Assets. Management Science, 60(11):2737-2761, 2014. [doi]
@article{AngPW14,
title = {Portfolio Choice with Illiquid Assets},
author = {Andrew Ang and Dimitris Papanikolaou and Mark M. Westerfield},
year = {2014},
doi = {10.1287/mnsc.2014.1986},
url = {http://dx.doi.org/10.1287/mnsc.2014.1986},
researchr = {https://researchr.org/publication/AngPW14},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {60},
number = {11},
pages = {2737-2761},
}