Valuing financial assets with liquidity discount: An implication for Basel III

Ren Raw Chen; William Filonuk; Dilip K. Patro; An Yan

doi:10.3905/jfi.2012.22.3.045

Valuing financial assets with liquidity discount: An implication for Basel III

Ren Raw Chen^*
, William Filonuk
, Dilip K. Patro
, An Yan

^*Corresponding author for this work

Research output: Contribution to journal › Journal Article › peer-review

6 Scopus citations

Original language	English
Pages (from-to)	45-63
Number of pages	19
Journal	Journal of Fixed Income
Volume	22
Issue number	3
DOIs	https://doi.org/10.3905/jfi.2012.22.3.045
State	Published - 12 2012
Externally published	Yes

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10.3905/jfi.2012.22.3.045

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@article{f182699413ae4067a6f1d3d7e1aedcdf,

title = "Valuing financial assets with liquidity discount: An implication for Basel III",

author = "Chen, \{Ren Raw\} and William Filonuk and Patro, \{Dilip K.\} and An Yan",

year = "2012",

month = dec,

doi = "10.3905/jfi.2012.22.3.045",

language = "英语",

volume = "22",

pages = "45--63",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Portfolio Management Research",

number = "3",

}

TY - JOUR

T1 - Valuing financial assets with liquidity discount

T2 - An implication for Basel III

AU - Chen, Ren Raw

AU - Filonuk, William

AU - Patro, Dilip K.

AU - Yan, An

PY - 2012/12

Y1 - 2012/12

UR - https://www.scopus.com/pages/publications/84873921847

U2 - 10.3905/jfi.2012.22.3.045

DO - 10.3905/jfi.2012.22.3.045

M3 - 文章

AN - SCOPUS:84873921847

SN - 1059-8596

VL - 22

SP - 45

EP - 63

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 3

ER -

Valuing financial assets with liquidity discount: An implication for Basel III

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