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The Cost of liquidation

Recurso electrónico / electronic resource
MAP20120027473
Carver, Laurie
The Cost of liquidation / Laurie Carver
Sumario: Equity portfolios are marked-to-market on the assumption that each share will recoup that amount of cash, but exiting large positions has a market impact wiping out value. New research indicates this dynamic may be governed by a universal law
En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 02/04/2012 Tomo 25 Número 4 - 2012 , p. 21-23
1. Mercados financieros . 2. Cartera de valores . 3. Inversiones financieras . 4. Mercado de valores . 5. Liquidación de entidades . I. Title.