Modeling liquidity risk, with implications for traditional market risk measurement and management
Anil Bangia ...
| Year of publication: |
2002
|
|---|---|
| Authors: | Bangia, Anil ; Diebold, Francis X. ; Schuermann, Til ; Stroughair, John D. |
| Published in: |
Risk management : the state of the art. - Boston, Mass. [u.a.] : Kluwer Academic, ISBN 0-7923-7427-4. - 2002, p. 3-13
|
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Messung | Measurement | Marktrisiko | Market risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben In: Risk management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001698270