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Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant...
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction … Liquidity Risk Revisited: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of … current relevance and interest in the ongoing state of Global Financial Markets wherein Liquidity Risk is playing a central …
Persistent link: https://www.econbiz.de/10013403261
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Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models … & Portfolio Managers JP Morgan Portfolio Liquidity Assessment Framework & ModelsPortfolio Assets Modeled: 17 Asset Classes: Hedge … Guided Teams of Quants, Portfolio Managers and Managing Directors: Built Liquidity Risk Modeling System for Deployment by the …
Persistent link: https://www.econbiz.de/10013405318
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Trading with the Crowd
Neuman, Eyal; Voss, Moritz - 2021
We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with taking into account a common general price predicting...
Persistent link: https://www.econbiz.de/10013221468
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Providing global public goods against AIDS : the role of aggregation technologies
Sonntag, Diana - In: Public goods, public policy and taxation : a European …, (pp. 57-70). 2009
Persistent link: https://www.econbiz.de/10003893910
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Cooperation and competition in climate change policies : mitigation and climate engineering when countries are asymmetric
Manoussi, Vassiliki; Xepapadeas, Anastasios - 2014
We study a dynamic game of climate policy design in terms of emissions and solar radiation management (SRM) involving two heterogeneous regions or countries. Countries emit greenhouse gasses (GHGs), and can block incoming radiation by unilateral SRM activities, thus reducing global temperature....
Persistent link: https://www.econbiz.de/10010459892
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Optimal tariffs, retaliation and the welfare loss from tariff wars in the Melitz model
Felbermayr, Gabriel; Jung, Benjamin; Larch, Mario - 2011
This paper characterizes analytically the optimal tariff of a large one-sector economy with monopolistic competition and firm heterogeneity in general equilibrium, thereby extending the small-country results of Demidova and Rodriguez-Clare (JIE, 2009) and the homogeneous firms framework of Gros...
Persistent link: https://www.econbiz.de/10009130204
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Game theoretic choices between corrupt dictatorship exit emoluments and nation-building CDR benefits : is there a Nash equilibrium?
Ridley, Dennis; Silva, Aryanne de - In: The American economist : journal of the International … 65 (2020) 1, pp. 51-77
Persistent link: https://www.econbiz.de/10012167343
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Cooperation and competition in climate change policies : mitigation and climate engineering when countries are asymmetric
Manoussi, Vassiliki; Xepapadeas, Anastasios - In: Environmental & resource economics : the official … 66 (2017) 4, pp. 605-627
Persistent link: https://www.econbiz.de/10011747100
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Foreign Investor Heterogeneity and Stock Liquidity Around the World
Ng, Lilian K. - 2013
This paper examines whether foreign investor heterogeneity plays a role in stock liquidity on a sample of 27,976 firms … positively, associated with various measures of stock liquidity. Furthermore, during the 2008 market downturn, liquidity also … theoretical predictions, our results also show that foreign investors influence stock liquidity through both trading activity and …
Persistent link: https://www.econbiz.de/10013092090
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Cross-Listings and Liquidity Commonality Around the World
Dang, Tung Lam - 2016
In this paper, we investigate the effects of international cross-listings on commonality in liquidity. We find that … cross-listings have asymmetric effects on cross-listed stocks' liquidity commonality that include reducing the stocks …' liquidity commonality with the local market and increasing the stocks' liquidity commonality with the host market. We also find …
Persistent link: https://www.econbiz.de/10013005811