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Global Finance Liquidity Risk Revisited: Development of a F..:
Malhotra, Yogesh
JP Morgan Quantitative Finance Risk Modeling Presentations toJP Morgan Global Head of Quant Research & Analytics-JP Morgan US Head of Portfolio Construction Executive Director and Quantitative-Financial Engineers-Developers Team (2022). , 2022
Link:
https://ssrn.com/abstract=4170996
RT Journal T1 <Title>Global Finance Liquidity Risk Revisited: Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and Us Head of Portfolio Construction Teams</Title> UL https://suche.suub.uni-bremen.de/peid=ssrn-4170996&Exemplar=1&LAN=DE A1 Malhotra, Yogesh YR 2022 K1 JP Morgan K1 Hedge Funds K1 Risk Models K1 Liquidity Risk K1 Market Risk K1 Credit Risk K1 Alternative Assets K1 Alternative Investments K1 Equities K1 Commodities K1 Fixed Income K1 Bonds K1 Currencies JF JP Morgan Quantitative Finance Risk Modeling Presentations toJP Morgan Global Head of Quant Research & Analytics-JP Morgan US Head of Portfolio Construction Executive Director and Quantitative-Financial Engineers-Developers Team (2022) LK http://dx.doi.org/https://ssrn.com/abstract=4170996 DO https://ssrn.com/abstract=4170996 SF ELIB - SuUB Bremen
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