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Beber, A., Driessen, J., Neuberger, A. ORCID: 0000-0002-5344-1083 and Tuijp, P. (2020).
Pricing Liquidity Risk with Heterogeneous Investment Horizons.
Journal of Financial and Quantitative Analysis,
pp. 1-67.
doi: 10.1017/S0022109020000137