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UK pension funds' patience and liquidity in the age of market-based finance
Bonizzi, Bruno; Churchill, Jennifer; Kaltenbrunner, Annina - In: New political economy 28 (2023) 5, pp. 780-798
Persistent link: https://www.econbiz.de/10014418110
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Real Assets, Liquidation Value and Choice of Financing
Liu, Peng - 2010
We use real estate firms to examine how asset liquidation values influence a firm's financing choices, since the productivity and quality of each asset is observable and potential measures of an asset's liquidation value are easier to ascertain ex-ante. We show that compared to firms that issue...
Persistent link: https://www.econbiz.de/10013135318
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Real Assets, Liquidation Value and Choice of Financing
Liu, Crocker Herbert - 2015
We use real estate investment trusts to examine how asset liquidation values influence a firm's financing choices, since the productivity and quality of each asset is observable and potential measures of an asset's liquidation value are easier to ascertain ex-ante. We show that compared to firms...
Persistent link: https://www.econbiz.de/10013026049
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - In: Journal of financial economics 142 (2021) 1, pp. 69-96
Persistent link: https://www.econbiz.de/10012650658
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - 2020
Persistent link: https://www.econbiz.de/10012244899
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - 2018
when they are regulatory capital constrained or markets are under stress. When faced with an exogenous liquidity shock …
Persistent link: https://www.econbiz.de/10011892692
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The behavior of an institutional investor with arbitrage opportunities and liquidity risk
Sung, Sangwook; Cho, Hoon; Ryu, Doojin - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012210426
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Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans
Lee, Dongyeol; Kim, Woo Chang - In: The European journal of finance 30 (2024) 6, pp. 618-641
Persistent link: https://www.econbiz.de/10014547977
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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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The Importance of Measuring Liquidity Risk with Smart Financial Applications
Al Janabi, Mazin A. M. - 2021
optimization, as well as liquidity risk, is crucial, as explained in the chapter “Theoretical and practical foundations of … liquidity-adjusted value-at-risk (LVaR): optimization algorithms for portfolio selection and management” of the recently …
Persistent link: https://www.econbiz.de/10013228520