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Optimal Dynamic ◽  
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Author(s):  
Pierre mname Collin-Dufresne ◽  
Kent D. mname Daniel ◽  
Mehmet mname Saalam
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Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Optimal Dynamic

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Liquidity regimes and optimal dynamic asset allocation

2020 ◽  
Vol 136 (2) ◽  
pp. 379-406 ◽  
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Kent Daniel ◽  
Mehmet Sağlam
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Optimal Dynamic
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