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Regulation and market liquidity
Trebbi, Francesco; Xiao, Kairong - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 1949-1968
Persistent link: https://www.econbiz.de/10012039714
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Liquidity requirements and central bank interventions during banking crises
Robatto, Roberto - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1175-1193
Persistent link: https://www.econbiz.de/10014513917
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Managing liquidity
Zeng, Zhixiong; Jin, Yi - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5578-5595
Persistent link: https://www.econbiz.de/10014392955
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Portfolio choice with illiquid assets
Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
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Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Relaxations of approximate linear programs for the real option management of commodity storage
Nadarajah, Selvaprabu; Margot, François; Secomandi, Nicola - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 3054-3076
Persistent link: https://www.econbiz.de/10011413516
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
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Sensitivity analysis for mean-variance portfolio problems
Best, Michael J. - In: Management science : journal of the Institute for … 37 (1991) 8, pp. 980-989
Persistent link: https://www.econbiz.de/10001113427
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Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios; Post, Thierry; Topaloglou, Nikolas - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733