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Determinants of market liquidity : evidence from the Jordanian stock market

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Listing stocks on derivatives market of NSE and its impact on liquidity of spot market

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Trading volume and liquidity provision in cryptocurrency markets

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This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...

Persistent link: https://www.econbiz.de/10012062904

Optimal derivative liquidation timing under path-dependent risk penalties

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Optimal portfolio liquidation with additional information

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Lee, Dongyeol; Kim, Woo Chang - In: The European journal of finance 30 (2024) 6, pp. 618-641

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