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Liquidity risk and arbitrage pricing theory

Cetin, Umut, Jarrow, R. and Protter, P. (2010) Liquidity risk and arbitrage pricing theory. In: Lee, Cheng-Few, Lee, Alice C. and Lee, John, (eds.) Handbook of Quantitative Finance and Risk Management. Springer, New York, USA. ISBN 9780387771168

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Item Type: Book Section
Official URL: http://www.springer.com/
Additional Information: © 2010 Springer Science+Business Media, LLC
Library of Congress subject classification: H Social Sciences > HG Finance
Q Science > QA Mathematics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 17 Sep 2010 15:59
URL: http://eprints.lse.ac.uk/29412/

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