Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Deng, Qi, Zhou, Zhong-guo
Format:	Preprint
Published:	2023
Subjects:	Portfolio Management Computational Finance General Finance Risk Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2306.15807