Optimal and coherent economic-capital structures : evidence from long and short-sales trading positions under illiquid market perspectives
Year of publication: |
2013
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Authors: | Janabi, Mazin A. M. al |
Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 109-139
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Subject: | Financial Engineering | Financial engineering | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies |
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