Modeling coherent trading risk parameters under illiquid market perspective

Bibliographic Details
Main Author:	Mazin A.M., Al Janabi
Format:	text
Language:	eng
Published:	Emerald 2011
Subjects:	Assets management,Emerging markets,Financial engineering,Financial risk management,Gulf Cooperation Council financial markets,Liquidity risk,Liquidity‐adjusted value‐at‐risk (L‐VaR),Portfolio management,Trading risk

Similar Items