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Systemic liquidity risk and portfolio theory: An application to the Italian financial markets

Crossref DOI link: https://doi.org/10.1016/j.srfe.2015.12.001

Published Print: 2016-01

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Iachini, Eleonora

Nobili, Stefano
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Article Title: Systemic liquidity risk and portfolio theory: An application to the Italian financial markets

Journal Title: The Spanish Review of Financial Economics

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.srfe.2015.12.001

Content Type: article

Copyright: Copyright © 2015 Asociación Española de Finanzas. Published by Elsevier España, S.L. All rights reserved.