Overview
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
- | Author: G. Gregoriou
- | Publisher: Palgrave MacMillan
- | Publication Date: Dec 14, 2010
- | Number of Pages: 257 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 0230283624
- | ISBN-13: 9780230283626
