Liquidity Risk, Price Limit and Value at Risk
碩士 === 國立臺灣大學 === 財務金融學研究所 === 89 === Market risk management traditionally focused on the distribution of portfolio value changes resulting from moves in each asset price. Hence the market risk is really a pure form；risk in an idealized market with no friction in obtaining the fair price. However, m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03619778003822827691 |