Liquidity commonality and risk management
Year of publication: |
2012
|
---|---|
Authors: | Weiß, Gregor ; Supper, Hendrik |
Publisher: |
Dortmund : SFB 823 |
Subject: | Risikomaß | Risk measure | Marktliquidität | Market liquidity | Prognoseverfahren | Forecasting model | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | USA | United States |
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