The application of asymmetric liquidity risk measure in modelling the risk of investment
Przemysław Garsztka, Ph.D. Krzysztof Hołubowicz, Msc.
| Year of publication: |
2015
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|---|---|
| Authors: | Garsztka, Przemysław ; Hołubowicz, Krzysztof |
| Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 15.2015, 1, p. 83-100
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| Subject: | specific risk | assets liquidity | dynamic econometric model | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Bankrisiko | Bank risk | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/foli-2015-0030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011625475