An Equilibrium Model for the Cross Section of Liquidity Premia.

Johannes Muhle-Karbe Xiaofei Shi Chen Yang

Published in: Math. Oper. Res. (2023)

Keyphrases

cross section
statistical model
objective function
supply chain
computational model
conceptual model
traffic assignment
probabilistic model
denoising
mathematical model
shape from shading
cross sections
portfolio optimization