Modeling coherent trading risk parameters under illiquid market perspective

Mazin A. M. Al Janabi

Year of publication:	2011
Authors:	Al Janabi, Mazin A. M.
Published in:	Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 28.2011, 4, p. 301-320
Subject:	Assets management \| Emerging markets \| Financial engineering \| Financial risk management \| Gulf Cooperation Council financial markets \| Liquidity risk \| Liquidity-adjusted value-at-risk (L-VaR) \| Portfolio management \| Trading risk \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Finanzmarkt \| Financial market \| Financial Engineering \| Schwellenländer \| Emerging economies \| Liquidität \| Liquidity \| Wertpapierhandel \| Securities trading \| Marktliquidität \| Market liquidity \| Finanzrisiko \| Financial risk \| Theorie \| Theory

Extent:	graph. Darst.
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/10009388603