Liquidity and Risk in OTC Markets : A Theory of Asset Pricing and Portfolio Flows
Year of publication: |
[2021]
|
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Authors: | Kargar, Mahyar ; Passadore, Juan ; Silva, Dejanir |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | CAPM | OTC-Handel | OTC market | Kapitalmarkttheorie | Financial economics | Liquidität | Liquidity | Portfolio-Investition | Foreign portfolio investment | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (86 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3731019 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; D53 - Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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