The Liquidity Discount (Q2770983)

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The Liquidity Discount
scientific article

    Statements

    title
    The Liquidity Discount (English)
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    author
    Ajay Subramanian
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    Robert A. Jarrow
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    publication date
    2001
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    zbMATH Keywords
    liquidity risk
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    impulse control
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    value at risk
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    Identifiers

    zbMATH DE Number
    1704435
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    OpenAlex ID
    W3121534130
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