Similar Search Results

How firms manage their cash flows : an examination of diversification's effect

Nguyen, Thang; Cai, Charlie X.; McColgan, Patrick - In: Review of quantitative finance and accounting 48 (2017) 3, pp. 701-724

Persistent link: https://www.econbiz.de/10011796878

Diversification and cash dynamics

Bakke, Tor-Erik; Tiantian, Gu - In: Journal of financial economics 123 (2017) 3, pp. 580-601

Persistent link: https://www.econbiz.de/10011751393

Mathematical analysis of replication by cash flow matching

Natolski, Jan; Werner, Ralf - In: Risks : open access journal 5 (2017) 1, pp. 1-15

The replicating portfolio approach is a well-established approach carried out by many life insurance companies within their Solvency II framework for the computation of risk capital. In this note, we elaborate on one specific formulation of a replicating portfolio problem. In contrast to the two...

Persistent link: https://www.econbiz.de/10011636566

Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem

Cui, Xiangyu; Li, Xun; Yang, Lanzhi - In: Operations research letters 48 (2020) 6, pp. 693-696

Persistent link: https://www.econbiz.de/10012430065

Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk

Shang, Danjue; Kuzmenko, Victor; Uryasev, Victor - In: Advances of OR in commodities and financial modeling, (pp. 501-514). 2018

Persistent link: https://www.econbiz.de/10011871446

Market skewness and stock return predictability : new evidence from China

Feng, Yuqing; He, Mengxi; Zhang, Yaojie - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 2, pp. 233-244

Persistent link: https://www.econbiz.de/10014513825

The diversification of banking capital sources and cash flow granularity in merger and acquisition transactions

Natocheeva, Natalia Nikolaevna; Rovensky, Yury Alexandrovich - In: European research studies 20 (2017) 4A, pp. 501-514

Persistent link: https://www.econbiz.de/10012219460

Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach

Li, Xun; Wu, Xianping; Yao, Haixiang - In: Journal of the Operational Research Society 71 (2020) 10, pp. 1563-1580

Persistent link: https://www.econbiz.de/10012314367

Stock returns and cash flows : a new asset pricing approach

Di Tomaso, Sonia; Montagna, Denis Marco; Amendola, Antonio - In: Journal of Economics and Financial Analysis 5 (2021) 2, pp. 63-84

Persistent link: https://www.econbiz.de/10013350484

Managerial risk-taking incentives and cash holding in US firms : evidence from FAS 123R

Canil, Jean; Karpavičius, Sigitas - In: International review of economics & finance : IREF 78 (2022), pp. 605-628

Persistent link: https://www.econbiz.de/10013334605