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Newsletters & other publications Scientific Advisory Board Review: Current year

Liquidity Risk and Investor Behaviour: Issues, Data and Models

Published on December 12, 2017

Presented at an AMF Scientific Advisory Board meeting, this article, written by Serge Darolles (Member of the Scientific Advisory Board) presents the results of a statistical study of client behaviour and the impact of this behaviour on a fund’s exposure to liquidity risk.

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