Mutual Fund Fragility, Dealer Liquidity Provision, and the Pricing of Municipal Bonds.
Yi LiMaureen O'HaraXing (Alex) ZhouPublished in: Manag. Sci. (2024)
Keyphrases
- financial markets
- portfolio selection
- investment strategies
- stock market
- portfolio optimization
- e government
- united states
- information sharing
- risk management
- stock price
- distributional assumptions
- pricing model
- option pricing
- dynamic pricing
- public administration
- multi agent
- revenue management
- artificial intelligence
- neural network
- data sets