Modeling coherent trading risk parameters under illiquid market perspective
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DOI: 10.1108/10867371111171555
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References listed on IDEAS
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- Ling, Coco Siu Yin, 2019. "Financial risk and its performance: A study on Apollo Food Holdings Berhad in Malaysia," MPRA Paper 97889, University Library of Munich, Germany, revised 18 Nov 2019.
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Keywords
Assets management; Emerging markets; Financial engineering; Financial risk management; Gulf Cooperation Council financial markets; Liquidity risk; Liquidity‐adjusted value‐at‐risk (L‐VaR); Portfolio management; Trading risk;All these keywords.
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