Citations: Liquidity Risk with Coherent Risk Measures

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Citations (3)

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Hyejin Ku. (2011) Randomized stopping times and coherent multiperiod risk measures. Stochastics 83:3, pages 223-231.
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Articles from other publishers (2)

Kolja Loebnitz & Berend Roorda. (2011) Liquidity Risk Meets Economic Capital and RAROC. SSRN Electronic Journal.
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Michael C. I. Nwogugu. (2009) Correlation, Variance, Semi-Variance and Covariance are Irrelvant in Risk Analysis and Portfolio Management. SSRN Electronic Journal.
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Liquidity Risk with Coherent Risk Measures

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Liquidity Risk with Coherent Risk Measures

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