Liquidity and Portfolio Choice: A Unified Approach
By William Kinlaw, Mark Kritzman, David Turkington, State Street Associates
Dec 1, 2013

By William Kinlaw, Mark Kritzman, and David Turkington.

Published in the Journal of Portfolio Management, Winter 2013.

Our research on “Liquidity and Portfolio Choice” provides a framework for asset owners to evaluate the benefits of liquidity and costs of illiquidity, and implications for strategic asset allocation.

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