A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints
Year of publication: |
2011
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Authors: | Janabi, Mazin A. M. al |
Published in: |
The service industries journal. - Abingdon : Routledge, ISSN 0264-2069, ZDB-ID 722623-8. - Vol. 31.2011, 13/14, p. 2193-2221
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Subject: | Marktrisiko | Market risk | Liquiditätseffekt | Liquidity effect | Betriebliche Finanzwirtschaft | Managerial finance | Schwellenländer | Emerging economies | Risikomaß | Risk measure |
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