Defending the "Endowment Model": Quantifying Liquidity Risk in a Post-Credit Crisis World

被引：1

作者：

Sheikh, Abdullah Z. ^{[1
]}

Sun, Jianxiong ^{[1
]}

机构：

[1] JP Morgan Asset Management, Global Multiasset Grp, New York, NY 10017 USA

来源：

JOURNAL OF ALTERNATIVE INVESTMENTS | 2012年 / 14卷 / 04期

关键词：

D O I：

10.3905/jai.2012.14.4.009

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：9 / 24

页数：16

共 25 条

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[J]. COMPLEXITY, 2022, 2022
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