Liquidity factors and portfolio optimization in the Russian stock market
Development reasonable and significant measures of economic liquidity of the Russian stock market. Make sure the connection to the tick data that allows you to capture the effect of microstructure. Measures to ensure liquidity to Russian companies.
| Рубрика | Экономика и экономическая теория |
| Вид | магистерская работа |
| Язык | английский |
| Дата добавления | 30.08.2016 |
| Размер файла | 4,8 M |
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