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Liquidity Risk?
Pontiff, Jeffrey, (2019)
Liquidity commonality and risk management
Weiß, Gregor, (2012)
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin, (2022)
Geopolitical risk in investment research : allies, adversaries, and algorithms
Simonian, Joseph, (2021)
Factor allocation as reverse attribution
Causal uncertainty in capital markets : a robust noisy-or framework for portfolio management