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- investment projects 2015-01-30 Paper Liquidity risk, price impacts and the replication problem 2014-12-17 Paper A liquidity-based model for asset price bubbles...10 bytes (19 words) - 02:55, 12 December 2023
- 2017-11-09 Paper Optimal market dealing under constraints 2017-09-01 Paper Liquidity risk and optimal dividend/investment strategies 2017-01-31 Paper Numerical...10 bytes (16 words) - 01:18, 11 December 2023
- Paper Asset price bubbles, market liquidity, and systemic risk 2021-05-05 Paper Concavity, stochastic utility, and risk aversion 2021-04-29 Paper Informational...10 bytes (19 words) - 22:09, 9 December 2023
- mortgage funding and liquidity risk 2014-09-05 Paper Bank liquidity and the global financial crisis 2012-08-06 Paper Subprime risk and insurance with regret...10 bytes (18 words) - 23:21, 11 December 2023
- 2019-07-30 Paper Optimal market dealing under constraints 2017-09-01 Paper Liquidity risk and optimal dividend/investment strategies 2017-01-31 Paper Numerical...10 bytes (18 words) - 13:19, 7 October 2023
- A model of optimal portfolio selection under liquidity risk and price impact 2007-12-16 Paper Optimal risk control and dividend policies under excess of...10 bytes (16 words) - 00:58, 11 December 2023
- Covariance matrix estimation for stationary time series 2012-09-03 Paper Liquidity Risk Portfolio Optimization Using Swarm Intelligence 2010-10-28 Paper Smoothness...10 bytes (17 words) - 20:34, 9 December 2023
- securities 2014-11-24 Paper Subprime mortgage funding and liquidity risk 2014-09-05 Paper Subprime risk and insurance with regret 2011-02-09 Paper Optimal mortgage...10 bytes (18 words) - 14:08, 12 December 2023
- of Publication Type Do central counterparties reduce counterparty and liquidity risk? Empirical results 2022-03-04 Paper Equity markets’ clustering and the...10 bytes (18 words) - 12:27, 9 December 2023
- Within an HMM 2018-12-21 Paper Generalized Pareto processes and fund liquidity risk 2018-11-14 Paper Infinitesimally robust estimation in general smoothly...10 bytes (16 words) - 16:46, 27 February 2024
- reserves via Markov semigroups 2018-07-10 Paper Option prices under liquidity risk as weak solutions of semilinear diffusion equations 2017-10-20 Paper...10 bytes (18 words) - 00:33, 10 December 2023
- volatility 2022-06-20 Paper Pricing vulnerable options with jump risk and liquidity risk 2021-12-13 Paper On the transition density and first hitting time...10 bytes (16 words) - 02:45, 7 October 2023
- mortgage funding and liquidity risk 2014-09-05 Paper Bank liquidity and the global financial crisis 2012-08-06 Paper Subprime risk and insurance with regret...10 bytes (18 words) - 23:21, 11 December 2023
- Expected Shortfall: contour maps of estimation error 2018-11-14 Paper LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION 2016-08-26 Paper Eroding...10 bytes (17 words) - 12:21, 28 January 2024
- Publication Type Efficient exposure computation by risk factor decomposition 2019-02-06 Paper Liquidity risk in derivatives valuation: an improved credit proxy...10 bytes (16 words) - 16:34, 12 December 2023
- Publication Date of Publication Type Pricing corporate bonds with credit risk, liquidity risk, and their correlation 2021-04-15 Paper...10 bytes (16 words) - 20:29, 6 October 2023
- 2017-09-27 Paper LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION 2016-08-26 Paper INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES...10 bytes (16 words) - 10:37, 9 December 2023
- of Publication Type Do central counterparties reduce counterparty and liquidity risk? Empirical results 2022-03-04 Paper...10 bytes (16 words) - 21:14, 27 December 2023
- Publication Date of Publication Type Generalized Pareto processes and fund liquidity risk 2018-11-14 Paper...10 bytes (18 words) - 23:52, 27 December 2023
- volatility co-movement in commodity futures markets: the effects of liquidity risk 2022-02-08 Paper...10 bytes (16 words) - 23:10, 27 December 2023
