Liquidity risk theory and coherent measures of risk (Q3605228)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5509830
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Liquidity risk theory and coherent measures of risk |
scientific article; zbMATH DE number 5509830 |
Statements
Liquidity risk theory and coherent measures of risk (English)
0 references
23 February 2009
0 references
liquidity risk
0 references
portfolio value
0 references
coherent risk measures
0 references
0.8523597121238708
0 references
0.8392629027366638
0 references
0.7982450127601624
0 references
0.7540773153305054
0 references
0.7532505393028259
0 references
