Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-2 of 2
Keywords: Liquidity risk
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Journal:
Journal of Modelling in Management
Journal of Modelling in Management (2022) 17 (3): 864–895.
Published: 12 May 2021
... 2021 Emerald Publishing Limited Licensed re-use rights only Analytics Commodity Liquidity risk Optimization Machine learning Portfolio management Stress testing Liquidity-adjusted value-at-risk Finance Artificial intelligence Risk analysis Business analysis Portfolio analysis...
Journal Articles
Journal:
Journal of Modelling in Management
Journal of Modelling in Management (2021) 16 (1): 288–309.
Published: 06 July 2020
... of liquidity-adjusted value-at-risk (LVaR), to multivariate optimization of investment portfolios. Design/methodology/approach This paper examines the modeling parameters of LVaR technique under event market settings and discusses how to integrate asset liquidity risk into LVaR models. Finally, the authors...
