Thinly traded securities and risk management
Year of publication: |
2014
|
---|---|
Authors: | Bernales, Alejandro ; Beuermann, Diether W. ; Cortazar, Gonzalo |
Published in: |
Estudios de Economía. - Santiago de Chile : Universidad de Chile, Departamento de Economía, ISSN 0718-5286. - Vol. 41.2014, 1, p. 5-48
|
Publisher: |
Santiago de Chile : Universidad de Chile, Departamento de Economía |
Subject: | incomplete panels | Kalman filter | market risk | risk management | thin trading | value-at-risk |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 792077296 [GVK] hdl:10419/146716 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
-
Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro, (2013)
-
Thinly traded securities and risk management
Bernales, Alejandro, (2014)
-
Risk management with thinly traded securities: Methodology and implementation
Bernales, Alejandro, (2013)
- More ...
-
Risk management with thinly traded securities: Methodology and implementation
Bernales, Alejandro, (2013)
-
Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro, (2013)
-
Thinly traded securities and risk management
Bernales, Alejandro, (2014)
- More ...