Discrete time hedging with liquidity risk
Hyejin Ku; Kiseop Lee; Huaiping Zhu
| Year of publication: |
2012
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|---|---|
| Authors: | Ku, Hyejin ; Lee, Kiseop ; Zhu, Huaiping |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 9.2012, 3, p. 135-143
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| Subject: | Theorie | Theory | Hedging | Betriebliche Liquidität | Corporate liquidity | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009628115