Efficient portfolio valuation incorporating liquidity risk (Q2871410)
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scientific article; zbMATH DE number 6249299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient portfolio valuation incorporating liquidity risk |
scientific article; zbMATH DE number 6249299 |
Statements
Efficient portfolio valuation incorporating liquidity risk (English)
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23 January 2014
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liquidity risk
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portfolio valuation
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ladder MSDC
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liquidation sequence
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exponential MSDC
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approximation
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