Areski Cousin

affiliation not provided to SSRN

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Scholarly Papers (1)

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Optimal Asset Allocation Subject to Liquidity and Withdrawal Risks

Number of pages: 39 Posted: 08 Jan 2021
affiliation not provided to SSRN, Universit ?e Claude Bernard-Lyon 1, Institut de Science Financier et d’Assurances, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and Tilburg University - Tilburg University School of Economics and Management
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Abstract:

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Asset allocation, ALM, liquidity risk, withdrawal risk