Liquidity-Adjusted Risk Measures

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autoren

  • Stefan Weber
  • W Anderson
  • Anna-Maria Hamm
  • Thomas Knispel
  • M. Liese
  • T. Salfeld

Organisationseinheiten

Externe Organisationen

  • Virginia Commonwealth University
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Seiten (von - bis)69–91
FachzeitschriftMathematics and Financial Economics
Jahrgang7
Frühes Online-Datum31 Okt. 2012
PublikationsstatusVeröffentlicht - Jan. 2013

Zitieren

Liquidity-Adjusted Risk Measures. / Weber, Stefan; Anderson, W; Hamm, Anna-Maria et al.
in: Mathematics and Financial Economics, Jahrgang 7, 01.2013, S. 69–91.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Weber, S, Anderson, W, Hamm, A-M, Knispel, T, Liese, M & Salfeld, T 2013, 'Liquidity-Adjusted Risk Measures', Mathematics and Financial Economics, Jg. 7, S. 69–91. https://doi.org/10.1007/s11579-012-0092-3
Weber, S., Anderson, W., Hamm, A.-M., Knispel, T., Liese, M., & Salfeld, T. (2013). Liquidity-Adjusted Risk Measures. Mathematics and Financial Economics, 7, 69–91. https://doi.org/10.1007/s11579-012-0092-3
Weber S, Anderson W, Hamm AM, Knispel T, Liese M, Salfeld T. Liquidity-Adjusted Risk Measures. Mathematics and Financial Economics. 2013 Jan;7:69–91. Epub 2012 Okt 31. doi: 10.1007/s11579-012-0092-3
Weber, Stefan ; Anderson, W ; Hamm, Anna-Maria et al. / Liquidity-Adjusted Risk Measures. in: Mathematics and Financial Economics. 2013 ; Jahrgang 7. S. 69–91.
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AU - Anderson, W

AU - Hamm, Anna-Maria

AU - Knispel, Thomas

AU - Liese, M.

AU - Salfeld, T.

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