Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios
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References listed on IDEAS
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More about this item
KeywordsEconomic Capital; Emerging Markets; Financial Engineering; Financial Risk Management; Financial Markets; Liquidity Risk; Portfolio Management; Liquidity Adjusted Value at Risk;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-16 (All new papers)
- NEP-MST-2010-01-16 (Market Microstructure)
- NEP-RMG-2010-01-16 (Risk Management)
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