Pages that link to "Item:Q1776006"
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The following pages link to Liquidity risk and arbitrage pricing theory (Q1776006):
Displayed 7 items.
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- Liquidity Risk with Coherent Risk Measures (Q3424330) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- Liquidity risk theory and coherent measures of risk (Q3605228) (← links)
- Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)
- A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)