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مجموعه آموزشی جامع فارکس

بایگانی‌ها Automated - مرجع آموزش بازار بورس و فارکس

How Large Is Liquidity Risk In An Automated

Liquidity Risk We introduce a new empirical methodology that takes account of \liquidity risk in a Value-at-Risk framework, and quantify \liquidity risk premiums for portfolios a n d individual stocks traded on the automated auction market Xetra which operates at various European exchange s. When constructing liquidity risk measures we allow for the potential price […]

تاریخ : مارس 23rd, 0846