Santa Clara, CA 95053
Santa Clara University - Finance Department
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Liquidity, Corporate Bonds
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File name: DP4160.
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Liquidity, transaction cost, limit order, American option, early exercise
Continuous-time, Estimation, Stochastic Volatility, Characteristic Function
Numerical, Consumption, Portfolio Choice, Asset Allocation
Fixed Income, Corporate Bonds, Liquidity, Asset Pricing, Market Microstructure
File name: SSRN-id743114.
Long-horizon investing, dynamic portfolio choice, intertemporal hedging, stochastic volatility, spectral GMM, recursive utility
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