Illiquidity, position limits, and optimal investment for mutual funds (Q634528)

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scientific article; zbMATH DE number 5939216
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English
Illiquidity, position limits, and optimal investment for mutual funds
scientific article; zbMATH DE number 5939216

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    Illiquidity, position limits, and optimal investment for mutual funds (English)
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    16 August 2011
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    illiquidity
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    portfolio constraints
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    position limits
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    transaction costs
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    mutual funds
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    optimal investment
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