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Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
Ellul, Andrew - 2016
We provide evidence concerning the use of historical cost (HCA) versus mark-to-market (MTM) accounting in regulating financial institutions. Accounting rules, through their interactions with capital regulations, alter financial institutions' trading behavior. The insurance industry provides a...
Persistent link: https://www.econbiz.de/10013008381
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Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
Ellul, Andrew - 2015
We provide evidence concerning the use of historical cost (HCA) versus mark-to-market (MTM) accounting in regulating financial institutions. Accounting rules, through their interactions with capital regulations, alter financial institutions' trading behavior. The insurance industry provides a...
Persistent link: https://www.econbiz.de/10013037305
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Economics and the antagonism of time : time, uncertainty, and choice in economic theory
Vickers, Douglas - 1994
Persistent link: https://www.econbiz.de/10000376306
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
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Asset allocation für die Alterssicherung : Performance-Steigerung durch Nutzung von Zeithorizonteffekten
Lahusen, Reinhard - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001652405
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The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia; Chen, Zhiping; Consigli, Giorgio - In: IMA journal of management mathematics 35 (2024) 3, pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
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Asset allocation for pension provision
Lahusen, Reinhard - 2002
Persistent link: https://www.econbiz.de/10001694373
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Asset allocation for pension provision
Lahusen, Reinhard - 2002
stocks. The analysis leads to the conclusion that the risk entailed in stock investment is reduced relative to the yield as …
Persistent link: https://www.econbiz.de/10010503154
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Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory
Campanella, Edoardo - 2011
One of Keynes' core issues in his liquidity preference theory is how fundamental uncertainty affects the propensity to …
Persistent link: https://www.econbiz.de/10013132176
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Affective Portfolio Analysis : Risk, Ambiguity and (IR)Rationality
Brown, Donald - 2019
's composite preferences for risk tolerance, ambiguity aversion and optimism. Investors rationalize (IR)rational expected utilities …
Persistent link: https://www.econbiz.de/10012862320