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~subject:"Portfolio selection"
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Search: subject:"liquidity premia"
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Portfolio selection
liquidity premia
24
Liquidität
23
Liquidity
22
Risikoprämie
16
Risk premium
16
Theorie
10
Theory
10
Portfolio-Management
9
Zinsstruktur
8
Finanzkrise
7
Geldpolitik
7
Monetary policy
7
Yield curve
7
credit risk
7
financial crisis
7
CAPM
6
Financial crisis
6
aging effect
6
bond liquidity
6
equilibrium
6
heterogeneous agents
6
term structure of liquidity premia
6
trading volume
6
Allgemeines Gleichgewicht
5
Exchange rate
5
General equilibrium
5
Kreditrisiko
5
Liquidity premia
5
Schätzung
5
Wechselkurs
5
Öffentliche Anleihe
5
Bank liquidity
4
Bankenliquidität
4
Benchmark Government Bonds
4
Bid/Ask Spread
4
Bond market
4
Capital income
4
Credit and Liquidity Premia
4
Credit risk
4
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English
8
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Gehde-Trapp, Monika
3
Schuster, Philipp
3
Uhrig-Homburg, Marliese
3
Dai, Min
2
Carré, Sylvain
1
Chen, Yingshan
1
Gaegauf, Luca
1
Goncalves-Pinto, Luis
1
Klossner, Damien
1
Li, Peifan
1
Liu, Hong
1
Muhle-Karbe, Johannes
1
Scheidegger, Simon
1
Shi, Xiaofei
1
Trojani, Fabio
1
Wang, Yajun
1
Xu, Jing
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Yan, Cheng
1
Yang, Chen
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Working paper / Centre for Financial Research
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
1
Preprinty NIU VŠE / 9
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
A comprehensive machine learning framework for dynamic portfolio choice with transaction costs
Gaegauf, Luca
;
Scheidegger, Simon
;
Trojani, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014483248
Saved in:
2
Banks as liquidity multipliers: asset
liquidity
premia
and funding liquidity risk
Carré, Sylvain
;
Klossner, Damien
-
2021
Persistent link: https://www.econbiz.de/10012493199
Saved in:
3
An equilibrium model for the cross section of
liquidity
premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
4
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
5
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp
;
Gehde-Trapp, Monika
;
Uhrig-Homburg, …
-
2016
We analyze the impact of market frictions on trading volume and
liquidity
premia
of finite maturity assets when …
Persistent link: https://www.econbiz.de/10011449872
Saved in:
6
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp
;
Gehde-Trapp, Monika
;
Uhrig-Homburg, …
-
2013
We analyze the impact of market frictions on trading volume and
liquidity
premia
for finite maturity assets when …
Persistent link: https://www.econbiz.de/10009767309
Saved in:
7
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp
;
Gehde-Trapp, Monika
;
Uhrig-Homburg, …
-
2013
-
Rev.
We analyze the impact of market frictions on trading volume and
liquidity
premia
of finite maturity assets when …
Persistent link: https://www.econbiz.de/10010248497
Saved in:
8
Portfolio choice with market closure and implications for
liquidity
premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
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