Similar Search Results - EconBiz

Locked up by a lockup : valuing liquidity as a real option

Ang, Andrew; Bollen, Nicolas P. B. - In: Financial management 39 (2010) 3, pp. 1069-1095

Persistent link: https://www.econbiz.de/10008729115

Locked up by a lockup : valuing liquidity as a real option

Ang, Andrew; Bollen, Nicolas P. B. - 2010

Persistent link: https://www.econbiz.de/10003964911

Locked Up by a Lockup : Valuing Liquidity as a Real Option

Ang, Andrew - 2012

Hedge funds often impose lockups and notice periods to limit the ability of investors to withdraw capital. We model the investor's decision to withdraw capital as a real option and treat lockups and notice periods as exercise restrictions. Our methodology incorporates time-varying probabilities...

Persistent link: https://www.econbiz.de/10013113806

Locked Up by a Lockup : Valuing Liquidity as a Real Option

Ang, Andrew - 2010

Hedge funds often impose lockups and notice periods to limit the ability of investors to withdraw capital. We model the investor's decision to withdraw capital as a real option and treat lockups and notice periods as exercise restrictions. Our methodology incorporates time-varying probabilities...

Persistent link: https://www.econbiz.de/10013144497

Locked Up by a Lockup : Valuing Liquidity as a Real Option

Ang, Andrew - 2010

Hedge funds often impose lockups and notice periods to limit the ability of investors to withdraw capital. We model the investor's decision to withdraw capital as a real option and treat lockups and notice periods as exercise restrictions. Our methodology incorporates time-varying probabilities...

Persistent link: https://www.econbiz.de/10012462715

Ang, Andrew; Chen, Joseph; Xing, Yuhang - In: The review of financial studies 19 (2006) 4, pp. 1191-1239

Persistent link: https://www.econbiz.de/10003391755

Inflation and individual equities

Ang, Andrew; Brière, Marie; Signori, Ombretta - 2012

Persistent link: https://www.econbiz.de/10009501844

Liability investment with downside risk

Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013

Persistent link: https://www.econbiz.de/10009748525

Testing conditional factor models

Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10009666667

Liability-driven investment with downside risk

Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 71-87

Persistent link: https://www.econbiz.de/10010246277

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