Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345): Difference between revisions
From MaRDI portal
Latest revision as of 17:21, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives |
scientific article |
Statements
Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (English)
0 references
7 August 2013
0 references
economic capital
0 references
emerging markets
0 references
financial engineering
0 references
financial risk management
0 references
GARCH
0 references
GCC financial markets
0 references
liquidity risk
0 references
portfolio management
0 references
liquidity-adjusted value at risk
0 references
0 references
