Integrating liquidity risk factor into a parametric value at risk method
Mazin A. M. Al Janabi
| Year of publication: |
2008
|
|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 3.2008, 3, p. 76-87
|
| Subject: | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003758936