liquidity-adjusted-value-at-risk

Learning objective: Explain and calculate liquidity trading risk via cost of liquidation and liquidity-adjusted VaR (LVaR). Questions: 20.2.1. A portfolio holds 100,000 shares of a stock and this single position has a value of $3.0 million. The stock is quoted bid $29.00, offer $31.00. The...

Learning objective: Explain and calculate liquidity trading risk via cost of liquidation and liquidity-adjusted VaR (LVaR). Questions: 20.1.1. An asset that is not very liquid is quoted bid $89.00, offer $96.00. Which is nearest to the proportional bid-offer spread? a. 0.0378 b. 0.0757 c...

Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...