Liquidity premium in the presence of stock market crises and background risk (Q4682995)
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scientific article; zbMATH DE number 6939207
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| English | Liquidity premium in the presence of stock market crises and background risk |
scientific article; zbMATH DE number 6939207 |
Statements
Liquidity premium in the presence of stock market crises and background risk (English)
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19 September 2018
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portfolio choice
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liquidity
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transaction costs
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0.7929900884628296
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0.7560169100761414
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0.748812735080719
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0.7357354164123535
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