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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Liquidation risk"
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Liquidation risk
4
Portfolio selection
3
Portfolio-Management
3
Alpha
2
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2
Hedgefonds
2
Theorie
2
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2
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1
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expected shortfall
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Aufsatz in Zeitschrift
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Ba, Shusong
1
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Kariya, Ankitkumar
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Lan, Yingcong
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Wagalath, Lakshithe
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1
Yang, Jinqiang
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Zhao, Li
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Economic modelling
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International journal of theoretical and applied finance
1
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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1
Borrowing from government owned banks & firm's
liquidation
risk
Kariya, Ankitkumar
- In:
The journal of corporate finance : contracting, …
69
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012629636
Saved in:
2
A
liquidation
risk
adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
3
Optimal effort under high-water mark contracts
Zhao, Li
;
Huang, Wenli
;
Ba, Shusong
- In:
Economic modelling
68
(
2018
),
pp. 599-610
Persistent link: https://www.econbiz.de/10011936152
Saved in:
4
The economics of hedge funds
Lan, Yingcong
;
Wang, Neng
;
Yang, Jinqiang
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 300-323
Persistent link: https://www.econbiz.de/10010208678
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