Optimal Portfolio Liquidation with Distress Risk
- 期刊名称Management Science
- 作者Brown, David B.; Carlin, Bruce Ian; Lobo, Miguel Sousa
- 卷第56卷
- 期第11期
- 印刷ISSN0025-1909
- 电子ISSN1526-5501
- 文件大小303.88KB
- 发表时间2010-11
- DOI10.1287/mnsc.1100.1235
- 页码1997-2014
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