Systemic liquidation risk and the diversity-diversification trade-off
Year of publication: |
2011
|
---|---|
Authors: | Wagner, Wolf |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 66.2011, 4, p. 1141-1175
|
Subject: | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Systemrisiko | Systemic risk | Theorie | Theory | 2008-2009 |
-
Systemische Liquidationsrisiken : der Trade-off zwischen Diversifizierung und Diversität
Walther, Martin J., (2016)
-
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian, (2013)
-
Taking regulation seriously : fire sales under solvency and liquidity constraints
Coen, Jamie, (2019)
- More ...
-
The feasible gains from international risk sharing
Eijffinger, Sylvester C. W., (2001)
-
Taxation if capital is not perfectly mobile : tax competition versus tax exportation
Eijffinger, Sylvester C. W., (2001)
-
The marketability of bank assets and managerial rents: implications for financial stability
Fecht, Falko, (2007)
- More ...