IDS GmbH - Analysis and Reporting Services
IDS GmbH - Analysis and Reporting Services
IDS GmbH - Analysis and Reporting Services
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27<br />
Example: MSDC bei Mark-to-Liquidity (MtL)<br />
MSCI (RiskMetrics)<br />
general<br />
•m(x) : last price hit in a trade of<br />
x stocks<br />
•x : number of stocks traded<br />
(bid if x>0, ask if x