Integrating Liquidity Risk Factor into a Parametric Value...

Integrating Liquidity Risk Factor into a Parametric Value at Risk Method

Al Janabi, Mazin A.M
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Volume:
3
Language:
english
Journal:
The Journal of Trading
DOI:
10.3905/jot.2008.708838
Date:
January, 2008
File:
PDF, 608 KB
english, 2008
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