Acceptability Indexes Via 'g-Expectations' : An Application to Liquidity Risk
Year of publication: |
2013
|
---|---|
Authors: | Rosazza Gianin, Emanuela |
Other Persons: | Sgarra, Carlo (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2027787 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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