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Publications by Patrick Tuijp

Pricing Liquidity Risk With Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis

English

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Pricing Fund Liquidity Provision

IMF Working Papers

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Liquidity and Inefficient Investment

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Chosen Measures for Pricing Liquidity

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

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Mark-To-Market Accounting and Liquidity Pricing

Journal of Accounting and Economics

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Portfolio Rebalancing and Asset Pricing With Heterogeneous Inattention

SSRN Electronic Journal

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Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level

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Liquidity Risk Management

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LAPM: A Liquidity-Based Asset Pricing Model

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Heterogeneous Beliefs, Risk, and Learning in a Simple Asset-Pricing Model With a Market Maker

Macroeconomic Dynamics

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