Efficient Portfolio Valuation Incorporating Liquidity Risk
Year of publication: |
2014
|
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Authors: | Tian, Yu |
Other Persons: | Rood, Ron (contributor) ; Oosterlee, Cornelis W. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Risikomaß | Risk measure | Bankenliquidität | Bank liquidity | Risiko | Risk |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, Oct, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1749766 [DOI] |
Classification: | g60 ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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