Liquidity risk and arbitrage pricing theory.
Umut ÇetinRobert A. JarrowPhilip ProtterPublished in: Finance Stochastics (2004)
Keyphrases
- financial markets
- portfolio theory
- black scholes
- risk management
- stock price
- portfolio optimization
- portfolio management
- early warning
- decision making
- stock market
- real time
- computational model
- artificial intelligence
- database
- theoretical foundation
- information theory
- theoretical framework
- belief functions
- theoretical basis
- long term
- social networks
- information retrieval
- data sets