• Thinly traded securities and risk management 

      Bernales Silva, Alejandro; Beuermann, Diether W.; Cortázar, Gonzalo (Universidad de Chile, Departamento de Economía, 2014-06)
      Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. ...