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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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Turnover : liquidity or uncertainty?
Barinov, Alexander - In: Management science : journal of the Institute for … 60 (2014) 10, pp. 2478-2495
Persistent link: https://www.econbiz.de/10010461871
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Efficient algorithms for stochastic dominance tests based on financial market data
Aboudi, Ronny - In: Management science : journal of the Institute for … 40 (1994) 4, pp. 508-515
Persistent link: https://www.econbiz.de/10001161414
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Market reaction to quarterly earnings' announcements : a stochastic dominance based test of market efficiency
Falk, Haim - In: Management science : journal of the Institute for … 35 (1989) 4, pp. 425-446
Persistent link: https://www.econbiz.de/10001063818
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An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
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Uncertainty and the shadow banking crisis : estimates from a dynamic model
Tian, Xu - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1469-1496
Persistent link: https://www.econbiz.de/10012887613
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Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino; Glasserman, Paul; Weber, Marko - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
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The term structures of coentropy in international financial markets
Chabi-Yo, Fousseni; Colacito, Riccardo - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3541-3558
Persistent link: https://www.econbiz.de/10012062682
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Persistence and procyclicality in margin requirements
Glasserman, Paul; Wu, Qi - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
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Financial integration and liquidity crises
Castiglionesi, Fabio; Feriozzi, Fabio; Lorenzoni, Guido - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 955-975
Persistent link: https://www.econbiz.de/10012013458