Portfolio valuation under liquidity constraints with permanent price impact
Péter Csóka, Judit Hevér
| Year of publication: |
2018
|
|---|---|
| Authors: | Csóka, Péter ; Hevér, Judit |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 235-241
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| Subject: | Liquidity risk | Permanent price impact | Portfolio valuation | SEC Rule 22e-4 | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Betriebliche Liquidität | Corporate liquidity | Liquiditätsbeschränkung | Liquidity constraint | Liquidität | Liquidity | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.02.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005685