Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345)
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scientific article; zbMATH DE number 6196257
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| English | Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives |
scientific article; zbMATH DE number 6196257 |
Statements
Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (English)
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7 August 2013
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economic capital
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emerging markets
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financial engineering
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financial risk management
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GARCH
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GCC financial markets
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liquidity risk
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portfolio management
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liquidity-adjusted value at risk
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0.6814858913421631
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0.6761826872825623
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0.6733552813529968
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0.6695255041122437
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