Intégration du risque de liquidité dans les modèles de valeur en risque

Erwann Le Saout
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Erwann Le Saout: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: risque de liquidité; modèles de valeur en risque (search for similar items in EconPapers)
Date: 2002
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Published in Banque & Marchés, 2002, 61, pp.51-61

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00071091

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