Swing pricing : theory and evidence
Year of publication: |
2023
|
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Authors: | Capponi, Agostino ; Glasserman, Paul ; Weber, Marko |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 15.2023, p. 617-640
|
Subject: | mutual funds | liquidity transformation | fire sales | liquidity management | Investmentfonds | Investment Fund | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Cash-Management | Cash management |
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