A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL (Q4565070)
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scientific article; zbMATH DE number 6882227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL |
scientific article; zbMATH DE number 6882227 |
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A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL (English)
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7 June 2018
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liquidation risk
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fire sales
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value at risk
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expected shortfall
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risk management
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price impact
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