Edmonton, Alberta T6G 2G1
University of Alberta - Department of Mathematical and Statistical Sciences
benchmark manipulation, dealer-client agency conflict, front-running, principal trading, volume-weighted average price (VWAP)
agency conflict, dealer-client relationship, principal trading, price impact
Portfolio Allocation, ETFs, Mutual Funds, Capital Gains Tax
Over-the-counter markets, counterparty concentration, Counterparty risk, Negative externalities
autocorrelation, credit risk, latent asset return correlation, method of moments
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autocorrelation, credit risk, latent asset return correlation, method of moments (MoM), bias correction.
Optimal trade execution, Hong Kong Exchange, median benchmark, algorithmic trading
systemic risk, credit risk, mixed equity-credit strategies, calibration
benchmark stability, closing auction, volume weighted average price, VWAP
cannabis legalization, recreational cannabis, black market, marijuana
digital currency, payment systems, over-the-counter markets, stablecoins, central bank digital currency
principal agent problems, optimal contracts, accident risk, moral hazard
credit risk, risk modelling, IFRS 9, expected credit loss, early recognition, income volatility
risk attribution; risk allocation; credit risk; Euler principle; risk factors
optimal trade execution, VWAP, HJB equation, gamma bridge
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