Liquidity-adjusted risk measures
type: Item
instance of: scholarly article
title: Liquidity-adjusted risk measures
zbMATH Open document ID: 1275.91145
author: Yanyan Li
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 6139047
zbMATH Keywords: liquidity
zbMATH Keywords: supply-demand curves
zbMATH Keywords: risk measures
zbMATH Keywords: eligible asset
zbMATH Keywords: capital requirements
MaRDI profile type: Publication
full work available at URL: s11579-012-0092-3
OpenAlex ID: W2144455032
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DOI: 10.1007/S11579-012-0092-3
description: scientific article; zbMATH DE number 6139047