Yajun Wang

University of Maryland - Robert H. Smith School of Business

College Park, MD 20742-1815

United States

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Scholarly Papers (1)

Portfolio Choice with Market Closure and Implications for Liquidity Premia

Number of pages: 53 Posted: 11 Mar 2009 Last Revised: 28 May 2013
Min Dai, Peifan Li, Hong Liu and Yajun Wang
National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) - Department of Mathematics, Washington University in St. Louis - Olin Business School and University of Maryland - Robert H. Smith School of Business
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Abstract:

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Market Closure, Portfolio Selection, Liquidity Premia, Optimal Investment