Liquidation risk

Financial Analysts Journal

Volumn 59, Issue 3, 2003, Pages 42-51

  Duffie, Darrell ^a   Ziegler, Alexandre ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20444485079     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v59.n3.2530     Document Type: Article

References (2)

1. Artzner, P., F. Delbaen, J.-M. Eber, and D. Heath. 1999. "Coherent Measures of Risk." Mathematical Finance, vol. 9, no. 3 (July):203-228.
2. Schultz, P. 2001. "Corporate Bond Trading Costs: A Peek behind the Curtain." Journal of Finance, vol. 56, no. 3 (June):677-698.