illiquidity-risk-premium

  1. Nicole Seaman

    P2.T8.708. Illiquidity risk premium & portfolio choice decision on the inclusion of illiquid assets

    Learning objectives: Compare illiquidity risk premiums across and within asset categories. Evaluate portfolio choice decisions on the inclusion of illiquid assets. Questions: 708.1. In order to identify the presence of illiquidity risk premium(s), Andrew Ang references data presented by Antti...
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