Systemic liquidation risk and the diversity-diversification trade-off.

Systemic liquidation risk and the diversity-diversification trade-off.

Detalhes bibliográficos
Publicado no:Journal of Finance V. 66, 1-6 (2011).
Autor principal: Wagner, Wolf
Formato: Artigo
Idioma:English
Assuntos:
Liquidation.
Portfolio divesification.
Expected returns.
Risk exposure.