Liquidity-Adjusted Risk Measures

Research output: Contribution to journal › Article › Research › peer review

Authors

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

Research Organisations

External Research Organisations

  • Virginia Commonwealth University
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Details

Original languageEnglish
Pages (from-to)69–91
JournalMathematics and Financial Economics
Volume7
Early online date31 Oct 2012
Publication statusPublished - Jan 2013

Cite this

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

Research output: Contribution to journal › Article › Research › peer review

Weber, S, Anderson, W, Hamm, A-M, Knispel, T, Liese, M & Salfeld, T 2013, 'Liquidity-Adjusted Risk Measures', Mathematics and Financial Economics, vol. 7, pp. 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 Oct 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 ; Vol. 7. pp. 69–91.
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AU - Salfeld, T.

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