Risk allocation under liquidity constraints
Péter Csóka; P. Jean-Jacques Herings
| Year of publication: |
2014
|
|---|---|
| Authors: | Csóka, Péter ; Herings, Peter Jean-Jacques |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 1-9
|
| Subject: | Market microstructure | Coherent measures of risk | Market liquidity | Portfolio performance evaluation | Risk capital allocation | Totally balanced games | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Marktmikrostruktur | Marktliquidität | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity | Liquiditätsbeschränkung | Liquidity constraint | Messung | Measurement |
| 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/10010508104