Date: 2007-01-30 10:04:00

Finance

Economics

Financial markets

Risk management

Actuarial science

Risk

Market liquidity

Volatility

Futures contract

Financial economics

Financial risk

Mathematical finance

Liquidity and Risk Management Nicolae Gˆarleanu and Lasse Heje Pedersen∗ Abstract This paper provides a model of the interaction between risk-management practices and market liquidity. On one hand, tighter risk manage

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