Thinly traded securities and risk management
Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a methodology to calculate market risk measures based on the Kalm...
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| Autores principales: | , , |
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| Lenguaje: | English |
| Publicado: |
Universidad de Chile. Departamento de Economía
2014
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862014000100001 |
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