Portfolio valuation under liquidity constraints with permanent price impact
Year of publication: |
2018
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Authors: | Csóka, Péter ; Hevér, Judit |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 235-241
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Subject: | Liquidity risk | Permanent price impact | Portfolio valuation | SEC Rule 22e-4 | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Liquiditätsbeschränkung | Liquidity constraint | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Theorie | Theory | CAPM |
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