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Liquidity Risk Management in Banks
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Liquidity Risk Management in Banks (2012)Liquidity Risk Management in BanksMultivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management (2020)Multivariate portfolio optimi…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints (2021)
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  • 2020Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management41 cited

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