Work

It's 11 Pm—do You Know Where Your Liquidity Is?: the Mean–variance–liquidity Frontier

Year: 2005

Type: book-chapter

Source: WORLD SCIENTIFIC eBooks

DOI: 10.1142/9789812700865_0003

Authors: Andrew W. Lo, Constantin Petrov, Martin Wierzbicki

Institutions: Massachusetts Institute of Technology, Santa Fe Institute, Fidelity Investments (United States)

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W192085667

FWCI: 10.41

Cites: 62

Cited by: 95

Related to: 10