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Risk measuring under liquidity risk - MaRDI portal

Risk measuring under liquidity risk (Q4610215)

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scientific article; zbMATH DE number 6856767
Language Label Description Also known as
English
Risk measuring under liquidity risk
scientific article; zbMATH DE number 6856767

    Statements

    title
    Risk measuring under liquidity risk (English)
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    author
    Erindi Allaj
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    publication date
    6 April 2018
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    zbMATH Keywords
    risk measures
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    liquidity risk
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    dual representation
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    trade splitting
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G10
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    91B30
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    zbMATH DE Number
    6856767
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    arXiv ID
    1412.6745
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    OpenAlex ID
    W3121626849
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