Liquidity risk theory and coherent measures of risk (Q3605228): Difference between revisions
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Liquidity risk and arbitrage pricing theory / rank | |||
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| Property / cites work: Convex measures of risk and trading constraints / rank | |||
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Latest revision as of 01:37, 29 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity risk theory and coherent measures of risk |
scientific article |
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Liquidity risk theory and coherent measures of risk (English)
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23 February 2009
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liquidity risk
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portfolio value
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coherent risk measures
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