Open AccessOptimal Portfolio Liquidation with Distress Risk
Author(s) -
David B. Brown,
Bruce Carlin,
Miguel Sousa Lobo
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1570223
Subject(s) - portfolio , actuarial science , distress , business , economics , financial economics , medicine , clinical psychology
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