Integrating Illiquid Assets into the Portfolio Decision Process-Reference-Cited by-同舟云学术

Integrating Illiquid Assets into the Portfolio Decision Process

Published:2011-03-01 Issue:2 Volume:39 Page:277-311
ISSN:1080-8620
Container-title:Real Estate Economics
language:en
Short-container-title:

Author:

Anglin Paul M,Gao Yanmin

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference45 articles.

1. Value and Liquidity Effects of a Change in Market Conditions;Anglin;Journal of Housing Economics,2006

2. The Trade-Off between the Selling Price of Residential Properties and Time-on-the-Market: The Impact of Price Setting;Anglin;The Journal of Real Estate Finance and Economics,2003

3. Bangia , A. F. Diebold T. Schuermann J. Stroughair 1999 Modelling Liquidity Risk, with Implications for Traditional Market Risk Measurement and Management Wharton School Working Paper No. 99-06

4. Baroni , M. F. Barthelemy M. Mokrane 2007 Optimal Holding Period for a Real Estate Portfolio Journal of Property Investment and Finance 25 6 607 625

5. Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation;Benmelech;Quarterly Journal of Economics,2005

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