$25.00
Since the advent of the financial crisis, there has been an increased focus on liquidity in the financial system. When a portfolio manager thinks about liquidity, they often tend to focus on market liquidity because what they are worried about is prices and what happens to prices when they cannot sell their assets as quickly as necessary.
Liquidity Risk and Performance Attribution
Ben Sopranzetti, Ph.D.
Description
Since the advent of the financial crisis, there has been an increased focus on liquidity in the financial system. When a portfolio manager thinks about liquidity, they often tend to focus on market liquidity because what they are worried about is prices and what happens to prices when they cannot sell their assets as quickly as necessary. Market liquidity certainly is important, but it is one of the three factors that work together to ensure liquidity in the financial system.
Liquidity Risk and Performance Attribution
Related products
-
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart -
A General Framework for the Business Requirements of an Investment Performance Measurement System
$25.00 Add to cart -
A Comparison of GIPS and the AIMR-PPS
$5.00 Add to cart -
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart