Min Dai, Peifan Li, Hong Liu, Yajun Wang. Portfolio Choice with Market Closure and Implications for Liquidity Premia. Management Science, 62(2):368-386, 2016. [doi]
@article{DaiLLW16,
title = {Portfolio Choice with Market Closure and Implications for Liquidity Premia},
author = {Min Dai and Peifan Li and Hong Liu and Yajun Wang},
year = {2016},
doi = {10.1287/mnsc.2014.2116},
url = {http://dx.doi.org/10.1287/mnsc.2014.2116},
researchr = {https://researchr.org/publication/DaiLLW16},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {62},
number = {2},
pages = {368-386},
}