A linearized value-at-risk model with transaction costs and short selling (Q320109)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linearized value-at-risk model with transaction costs and short selling |
scientific article |
Statements
A linearized value-at-risk model with transaction costs and short selling (English)
0 references
6 October 2016
0 references
linearized model
0 references
short-sales
0 references
transaction costs
0 references
