Liquidity risk and asset movement evidence from Brexit.
Damini MagoAmin SalighehdarMansi ParekhDragos BozdogIonut FlorescuPublished in: SSCI (2017)
Keyphrases
- financial markets
- portfolio optimization
- risk management
- portfolio theory
- asset allocation
- portfolio management
- empirical evidence
- decision making
- sharpe ratio
- risk assessment
- neural network
- high risk
- early warning
- risk factors
- expected utility
- information retrieval
- portfolio selection
- risk measures
- risk analysis
- asset management
- machine learning
- evolutionary algorithm
- belief functions
- stock market