Works matching DE "ILLIQUID assets"

Results: 96

A Re-Consideration of Money Demand Theory.

Published in:

German Economic Review, 2025, v. 26, n. 2, p. 71, doi. 10.1515/ger-2024-0055

By:

Kapur, Basant K.

Publication type:

Article

Plunder and Provenance: Using Restitution to Correct a Market Defect.

Published in:

Columbia Journal of Law & the Arts, 2022, v. 46, n. 2, p. 129

By:

Keim, Steffanie E.

Publication type:

Article

Expected Drawdown Management: An Ex-Ante, Long-Term Approach to Portfolio Construction.

Published in:

Journal of Wealth Management, 2016, v. 18, n. 4, p. 65, doi. 10.3905/jwm.2016.18.4.065

By:

CHI KEONG LEE

Publication type:

Article

Optimal execution strategy in liquidity framework.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1364902

By:

Benazzoli, Chiara;
Di Persio, Luca;
McMillan, David

Publication type:

Article

Conscientiousness, Financial Literacy, and Asset Accumulation of Young Adults.

Published in:

Journal of Consumer Affairs, 2014, v. 48, n. 2, p. 274, doi. 10.1111/joca.12040

By:

LETKIEWICZ, JODI C.;
FOX, JONATHAN J.

Publication type:

Article

A closed-form pricing formula for European options in an illiquid asset market.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00337-6

By:

Pasricha, Puneet;
Zhu, Song-Ping;
He, Xin-Jiang

Publication type:

Article

A closed-form pricing formula for European options in an illiquid asset market.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00337-6

By:

Pasricha, Puneet;
Zhu, Song-Ping;
He, Xin-Jiang

Publication type:

Article

Pairs trading with illiquidity and position limits.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2991, doi. 10.3934/jimo.2019090

By:

Feng, Menglu;
Chiu, Mei Choi;
Wong, Hoi Ying

Publication type:

Article

Bir Finansal Araç Olarak Menkul Kıymetleştirme ve Muhasebesi.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2019, v. 33, n. 111, p. 319, doi. 10.33203/mfy.525834

By:

BOYDAŞ HAZAR, Hülya;
KOMŞUOĞLU YILMAZ, Nurgün

Publication type:

Article

Optimal liquidity policy with shadow banking.

Published in:

Economic Theory, 2019, v. 68, n. 4, p. 967, doi. 10.1007/s00199-018-1152-6

By:

Grochulski, Borys;
Zhang, Yuzhe

Publication type:

Article

Inefficient liquidity provision.

Published in:

Economic Theory, 2018, v. 66, n. 1, p. 213, doi. 10.1007/s00199-017-1059-7

By:

Geanakoplos, John;
Walsh, Kieran James

Publication type:

Article

Bailouts and Financial Fragility.

Published in:

Review of Economic Studies, 2016, v. 83, n. 2, p. 704, doi. 10.1093/restud/rdv044

By:

KEISTER, TODD

Publication type:

Article

Can temptation explain housing choices over the life cycle?

Published in:

Manchester School (1463-6786), 2020, v. 88, n. 2, p. 229, doi. 10.1111/manc.12304

By:

Angelini, Viola;
Bucciol, Alessandro;
Wakefield, Matthew;
Weber, Guglielmo

Publication type:

Article

Fair Value Accounting, Illiquid Assets, and Financial Stability.

Published in:

Management Science, 2024, v. 70, n. 1, p. 544, doi. 10.1287/mnsc.2023.4692

By:

Mahieux, Lucas

Publication type:

Article

Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk.

Published in:

Econometrica, 2019, v. 87, n. 1, p. 255, doi. 10.3982/ECTA13601

By:

Bayer, Christian;
Luetticke, Ralph;
Pham‐Dao, Lien;
Tjaden, Volker

Publication type:

Article

SEC Regulation of Mutual Funds' Illiquid Assets.

Published in:

Review of Banking & Financial Law, 2015, v. 34, n. 2, p. 491

By:

Singer, Drew

Publication type:

Article

An experimental examination of interbank markets.

Published in:

Experimental Economics, 2019, v. 22, n. 4, p. 954, doi. 10.1007/s10683-018-9595-y

By:

Davis, Douglas D.;
Korenok, Oleg;
Lightle, John P.

Publication type:

Article

Valuing Corporate Securities When the Firm's Assets are Illiquid.

Published in:

Computational Economics, 2024, v. 63, n. 2, p. 579, doi. 10.1007/s10614-022-10352-5

By:

Ben-Ameur, Hatem;
Fakhfakh, Tarek;
Roch, Alexandre

Publication type:

Article

Portfolio Choice with Illiquid Assets.

Published in:

Management Science, 2014, v. 60, n. 11, p. 2737, doi. 10.1287/mnsc.2014.1986

By:

Ang, Andrew;
Papanikolaou, Dimitris;
Westerfield, Mark M.

Publication type:

Article

Les cryptoactifs, clé de la liquidité ?

Published in:

Revue du Financier, 2020, v. 42, n. 239-241, p. 51

By:

Rouby, Grégoire;
Kepeneghian, Mark

Publication type:

Article

Supply Chain Finance, Performance and Risk: How Do SMEs Adjust Their Buyer-Supplier Relationship for Competitiveness?

Published in:

Journal of Competitiveness, 2021, n. 4, p. 78, doi. 10.7441/joc.2021.04.05

By:

Feng Liu;
Ming jie Fang;
Kwangtae Park;
Xuesheng Chen

Publication type:

Article

Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage.

Published in:

IMF Economic Review, 2014, v. 62, n. 4, p. 606, doi. 10.1057/imfer.2014.26

By:

Acharya, Viral V;
Tuckman, Bruce

Publication type:

Article

The Illiquidity Premium and Commonality in the Illiquidity Premium: Evidence from Indian Actively Managed Equity Funds and Stock Market.

Published in:

Global Business & Management Research, 2022, v. 14, p. 733

By:

Kumar, Suresh;
Nor, Eliza;
Azman, Nik Hadiyan Nik

Publication type:

Article

LIQUIDITY SAFETY NETS FOR BANKS.

Published in:

Journal of Corporate Law Studies, 2013, v. 13, n. 2, p. 287, doi. 10.5235/14735970.13.2.287

By:

DAVIES, PAUL

Publication type:

Article

Taxation and Liquidity.

Published in:

Yale Law Journal, 2011, v. 120, n. 7, p. 1682

By:

Listokin, Yair

Publication type:

Article

Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies.

Published in:

Our Economy / Nase Gospodarstvo, 2019, v. 65, n. 3, p. 23, doi. 10.2478/ngoe-2019-0011

By:

Lambrev, Dimitar

Publication type:

Article

Implications of Blockchain on the Audit.

Published in:

CPA Journal, 2020, v. 90, n. 2, p. 38

By:

Brown, Brandon;
Goss, Jeremy;
Solanki, Jagruit;
Steele, Amy;
Beers, Ami Solanki

Publication type:

Article

Illiquid Capital: Are Conservation Easement Payments Reinvested in Farms?

Published in:

Applied Economic Perspectives & Policy, 2016, v. 38, n. 3, p. 449, doi. 10.1093/aepp/ppw016

By:

Duke, Joshua M.;
Schilling, Brian J.;
Sullivan, Kevin P.;
Esseks, J. Dixon;
Gottlieb, Paul D.;
Lynch, Lori

Publication type:

Article

Optimal Market Dealing Under Constraints.

Published in:

Journal of Optimization Theory & Applications, 2017, v. 173, n. 1, p. 313, doi. 10.1007/s10957-016-1040-9

By:

Chevalier, Etienne;
Gaïgi, M'hamed;
Ly Vath, Vathana;
Mnif, Mohamed

Publication type:

Article

Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset.

Published in:

Journal of Optimization Theory & Applications, 2014, v. 160, n. 3, p. 966, doi. 10.1007/s10957-013-0372-y

By:

Federico, Salvatore;
Gassiat, Paul

Publication type:

Article

Creating Liquidity out of Spatial Fixity: The Secondary Circuit of Capital and the Subprime Mortgage Crisis.

Published in:

International Journal of Urban & Regional Research, 2009, v. 33, n. 2, p. 355, doi. 10.1111/j.1468-2427.2009.00874.x

By:

GOTHAM, KEVIN FOX

Publication type:

Article

Risk and Return of Illiquid Investments: A Trade-off for Superannuation Funds Offering Transferable Accounts.

Published in:

Economic Record, 2015, v. 91, n. 295, p. 463, doi. 10.1111/1475-4932.12209

By:

Cummings, James R.;
Ellis, Katrina

Publication type:

Article

Capital income jumps and wealth distribution.

Published in:

Quantitative Economics, 2024, v. 15, n. 4, p. 1197, doi. 10.3982/QE2096

By:

Benhabib, Jess;
Cui, Wei;
Miao, Jianjun

Publication type:

Article

LİKİDİTE RİSKİ VE FİNANSAL PERFORMANS İLİŞKİSİ: ÖZEL VE YABANCI SERMAYELİ BANKALAR İÇİN KARŞILAŞTIRMALI BİR ANALİZ.

Published in:

Adıyaman Üniversitesi Sosyal Bilimler Enstitisü Dergisi, 2023, v. 16, n. 45, p. 600, doi. 10.14520/adyusbd.1356291

By:

ALEV, Nigar

Publication type:

Article

THE INTERSECTION OF NFTS AND STRUCTURED FINANCE.

Published in:

Boston University Law Review, 2023, v. 103, n. 4, p. 1005

By:

ODINET, CHRISTOPHER K.;
TOSATO, ANDREA

Publication type:

Article

Machine Learning for liquidity classification and its applications to portfolio selection.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2024, v. 22, n. 2, p. 1, doi. 10.12660/rbfin.v22n2.2024.90713

By:

Abensur, Eder

Publication type:

Article

Apreçamento de debêntures ilíquidas combinando técnicas de aprendizado não supervisionado e supervisionado.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2021, v. 19, n. 4, p. 1, doi. 10.12660/rbfin.v19n4.2021.81860

By:

Sousa Zuppini, Marcela;
de Campos Pinto, Afonso;
Yathie Matsumoto, Élia

Publication type:

Article

On the cost‐of‐capital rate under incomplete market valuation.

Published in:

Journal of Risk & Insurance, 2022, v. 89, n. 4, p. 1139, doi. 10.1111/jori.12406

By:

Albrecher, Hansjörg;
Eisele, Karl‐Theodor;
Steffensen, Mogens;
Wüthrich, Mario V.

Publication type:

Article

Pension fund's illiquid assets allocation under liquidity and capital requirements.

Published in:

Journal of Pension Economics & Finance, 2021, v. 20, n. 1, p. 102, doi. 10.1017/S1474747219000398

By:

Broeders, Dirk W. G. A.;
Jansen, Kristy A. E.;
Werker, Bas J. M.

Publication type:

Article

总量控制与交易机制下森林碳汇会计确认研究瘁.

Published in:

Issues of Forestry Economics, 2022, v. 42, n. 3, p. 308, doi. 10.16832/j.enki.1005-9709.20210204

By:

刘梅娟;
何炯英;
周畅;
李婷

Publication type:

Article

Strategem for India's Bad Bank.

Published in:

Vinimaya, 2023, v. 43, n. 4, p. 5

By:

Deepak Narang

Publication type:

Article

Revolutionizing Hedge Fund Risk Management: The Power of Deep Learning and LSTM in Hedging Illiquid Assets.

Published in:

Journal of Risk & Financial Management, 2024, v. 17, n. 6, p. 224, doi. 10.3390/jrfm17060224

By:

Wang, Yige;
Tong, Leyao;
Zhao, Yueshu

Publication type:

Article

A subdiffusive stochastic volatility jump model.

Published in:

Quantitative Finance, 2023, v. 23, n. 6, p. 979, doi. 10.1080/14697688.2023.2199959

By:

Dupret, Jean-Loup;
Hainaut, Donatien

Publication type:

Article

The impact of CoCo bonds on systemic risk considering liquidity risk.

Published in:

Quantitative Finance, 2022, v. 22, n. 2, p. 385, doi. 10.1080/14697688.2021.1909113

By:

Li, Ping;
Guo, Yanhong;
Meng, Hui

Publication type:

Article

The Shadow Costs of Illiquidity.

Published in:

Journal of Financial & Quantitative Analysis, 2022, v. 57, n. 7, p. 2693, doi. 10.1017/S0022109022000473

By:

Jansen, Kristy A. E.;
Werker, Bas J. M.

Publication type:

Article

Dynamic Liquidity Management by Corporate Bond Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 5, p. 1622, doi. 10.1017/S0022109020000460

By:

Jiang, Hao;
Li, Dan;
Wang, Ashley

Publication type:

Article

Pricing Liquidity Risk with Heterogeneous Investment Horizons.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 2, p. 373, doi. 10.1017/S0022109020000137

By:

Beber, Alessandro;
Driessen, Joost;
Neuberger, Anthony;
Tuijp, Patrick

Publication type:

Article

Intermediation in Private Equity: The Role of Placement Agents.

Published in:

Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 4, p. 1095, doi. 10.1017/S0022109019000371

By:

Cain, Matthew D.;
McKeon, Stephen B.;
Solomon, Steven Davidoff

Publication type:

Article

No‐Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset.

Published in:

Applied Stochastic Models in Business & Industry, 2025, v. 41, n. 2, p. 1, doi. 10.1002/asmb.70007

By:

Allaj, Erindi

Publication type:

Article

The Variance Gamma++ process and applications to energy markets.

Published in:

Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 2, p. 391, doi. 10.1002/asmb.2666

By:

Gardini, Matteo;
Sabino, Piergiacomo;
Sasso, Emanuela

Publication type:

Article