The implied liquidity premium for equities (Q665709): Difference between revisions

@@ Property / author @@
-E. Robert Fernholz
@@ Property / author: E. Robert Fernholz / rank @@
-Normal rank
@@ Property / author @@
+E. Robert Fernholz
@@ Property / author: E. Robert Fernholz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10436-005-0026-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1992582290
@@ Property / OpenAlex ID: W1992582290 / rank @@
+Normal rank
@@ Property / cites work @@
+Atlas models of equity markets
@@ Property / cites work: Atlas models of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Equity portfolios generated by functions of ranked market weights
+Normal rank
@@ Property / cites work @@
+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank
@@ Property / cites work @@
+Relative arbitrage in volatility-stabilized markets
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+The Decentralization of Information Processing in the Presence of Interactions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:665709