Portfolio Choice with Market Closure and Implications for Liquidity Premia.
Min DaiPeifan LiHong LiuYajun WangPublished in: Manag. Sci. (2016)
Keyphrases
- futures market
- financial markets
- market data
- portfolio optimization
- portfolio selection
- portfolio management
- investment strategies
- stock price
- stock market
- decision making
- investment decisions
- portfolio theory
- short run
- optimal portfolio
- stock exchange
- problems involving
- information retrieval
- asset allocation
- data sets
- real time
- financial data
- design choices
- long run
- market share
- evolutionary algorithm