Discrete time hedging with liquidity risk
Year of publication: |
2012
|
---|---|
Authors: | Ku, Hyejin ; Lee, Kiseop ; Zhu, Huaiping |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 9.2012, 3, p. 135-143
|
Subject: | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity |
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