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An investment based valuation approach for pension fund cash flows
Tobler-Oswald, Jürg (contributor) - 2006
Persistent link: https://www.econbiz.de/10003364134
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Real estate in an ALM framework : the case of fair value accounting
Brounen, Dirk; Porras Prado, Melissa; Verbeek, Marno - In: Real estate economics : journal of the American Real … 38 (2010) 4, pp. 775-804
Persistent link: https://www.econbiz.de/10008810572
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Benchmark approach for defaultable claims under partial information
Raju, I. Venkat Appal; Selvaraju, N. - In: International journal of financial engineering and risk … 1 (2013) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10010197913
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Multiple criteria cash management policies with particular liquidity terms
Salas-Molina, Francisco; Pla-Santamaria, David; … - In: IMA journal of management mathematics 31 (2020) 2, pp. 217-231
Persistent link: https://www.econbiz.de/10012181868
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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
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"Taking diversity into account" : real effects of accounting measurement on asset allocation
LeQuang, Gaëtan - 2018
Persistent link: https://www.econbiz.de/10012240505
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Prudential filters, portfolio composition and capital ratios in european banks
Argimón, Isabel; Estrada, Ángel; Dietsch, Michel - 2015
Persistent link: https://www.econbiz.de/10011795998
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Regulation and risk shuffling in bank securities portfolios
Fuster, Andreas; Vickery, James - 2018
Bank capital requirements are based on a mix of market values and book values. We investigate the effects of a policy change that ties regulatory capital to the market value of the "available-for-sale" investment securities portfolio for some banking organizations. Our analysis is based on...
Persistent link: https://www.econbiz.de/10011868435
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Quarterly accruals or cash flows in portfolio construction?
Livnat, Joshua; López-Espinosa, Germán - In: Financial analysts' journal : FAJ 64 (2008) 3, pp. 67-79
Persistent link: https://www.econbiz.de/10003730039
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Investor education : how plan sponsors should report your returns
Johnston, Ken; Hatem, John J.; Carnes, Thomas A. - In: Managerial finance 36 (2010) 4, pp. 354-363
Persistent link: https://www.econbiz.de/10003968346