Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives |
scientific article; zbMATH DE number 6196257
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
7 August 2013
0 references
economic capital
0 references
emerging markets
0 references
financial engineering
0 references
financial risk management
0 references
GARCH
0 references
GCC financial markets
0 references
liquidity risk
0 references
portfolio management
0 references
liquidity-adjusted value at risk
0 references
0 references
0.6814858913421631
0 references
0.6761826872825623
0 references
0.6733552813529968
0 references
0.6695255041122437
0 references
