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Publications by Judit Hevér

Portfolio Valuation Under Liquidity Constraints With Permanent Price Impact

Finance Research Letters

English

A Likviditás És a Permanens Árhatás Szerepe a Portfólióértékelésben

Közgazdasági Szemle

English

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A Model of Optimal Portfolio Selection Under Liquidity Risk and Price Impact

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Portfolio Choice and Liquidity Constraints

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Risk Allocation Under Liquidity Constraints

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International Portfolio Choice, Liquidity Constraints and the Home Equity Bias Puzzle

Journal of Economic Dynamics and Control

Applied Mathematics

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Job Creation Under Liquidity Constraints: The Spanish Case

SSRN Electronic Journal

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Management Compensation and Market Timing Under Portfolio Constraints

SSRN Electronic Journal

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Liquidity Constraints and Linkages With Multinationals

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Portfolio Optimization With Stochastic Dominance Constraints

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Research on Optimal Investment Portfolio of Enterprise Annuity Under Investment Constraints

American Journal of Industrial and Business Management

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