Economic capital allocation under coherent market liquidity constraints
Year of publication: |
2011
|
---|---|
Authors: | Janabi, Mazin A. M. al |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 16.2011, 2 (31.8.), p. 147-186
|
Subject: | Finanzmarkt | Financial market | Marktliquidität | Market liquidity | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Arabische Golf-Staaten | Gulf countries |
-
Bitcoin and liquidity risk diversification
Ghabri, Yosra, (2021)
-
Modeling coherent trading risk parameters under illiquid market perspective
Janabi, Mazin A. M. al, (2011)
-
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin, (2011)
- More ...
-
Hernandez, Jose Arreola, (2015)
-
Janabi, Mazin A. M. al, (2020)
-
Janabi, Mazin A. M. al, (2014)
- More ...