How large is liquidity risk in an automated auction market?
Pierre Giot, Joachim Grammig
| Year of publication: |
2002
|
|---|---|
| Authors: | Giot, Pierre ; Grammig, Joachim |
| Publisher: |
St. Gallen : Univ., Dep. of Economics |
| Subject: | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Risikomaß | Risk measure |
| Extent: | 33, 7 S graph. Darst |
|---|---|
| Series: | Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics. - St. Gallen : SEPS, Dep. of Economics, ZDB-ID 2370935-2. - Vol. 2002-23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 21 - 23 Internetausg.: http://www.fgn.unisg.ch/org/fgn/web.nsf/SysWebRessources/VWA_2002_23/$FILE/0223.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001710321