Liquidity risk, price impacts and the replication problem.
Alexandre F. RochPublished in: Finance Stochastics (2011)
Keyphrases
- portfolio optimization
- risk management
- risk factors
- fault tolerant
- financial markets
- risk assessment
- decision making
- distributed databases
- fault tolerance
- risk analysis
- problems involving
- risk measures
- group communication
- portfolio management
- early warning
- databases
- genetic algorithm
- machine learning
- high risk
- social networks
- artificial intelligence
- risk averse