Liquidity risk management: conventional versus Islamic banking system in Egypt

NS Abdel Megeid - Journal of Islamic Accounting and Business …, 2017 - emerald.com
Purpose This research aims to analyze and compare the effectiveness of liquidity risk
management of Islamic and conventional banking in Egypt to ascertain which of the two …

Risk analysis of a hedge fund oriented on sustainable and responsible investments for emerging markets

G Prelipcean, M Boscoianu - Amfiteatru Economic, 2020 - ceeol.com
The aim of this paper is to analyse the development strategies of an innovative Special
Purpose Vehicle (SPV) for sustainable and responsible investments (SRI). This contribution …

Liquidity and portfolio choice: A unified approach

W Kinlaw, M Kritzman… - The Journal of Portfolio …, 2013 - jpm.pm-research.com
The authors propose a simple analytical construct for incorporating liquidity into portfolio
choice. In cases where investors deploy liquidity to raise a portfolio's expected utility beyond …

An adequate required rate of return for grid-connected PV systems

B Del Fabbro, A Valentinčič, AF Gubina - Solar Energy, 2016 - Elsevier
The required rate of return (RROR) is a key input in the calculation of levelized cost of
electricity, investment decisions and in policy making. The methodology proposed in this …

Asset owners versus asset managers: Agency costs and asymmetries of information in alternative assets

M Anson - Journal of Portfolio Management, 2012 - search.proquest.com
Agency theory is about striking the right balance between principals and their agents. In any
agency relationship, the motives and desires of the agent may be different from that of the …

A penalty cost approach to strategic asset allocation with illiquid asset classes

M Hayes, JA Primbs… - Journal of Portfolio …, 2015 - search.proquest.com
Traditional approaches to asset allocation do not directly address the issue of liquidity. The
financial crisis brought liquidity management to the forefront for several large university …

Forced Liquidations, Fire Sales, and the Cost of Illiquidity

RR Lindsey, AB Weisman - The Journal of Portfolio …, 2016 - jpm.pm-research.com
Seeking diversification, institutional investors are often drawn to investment opportunities
that are relatively illiquid, taking for granted that they will receive a liquidity premium that …

Liquidity options

M Golts, M Kritzman - Journal of Derivatives, 2010 - search.proquest.com
The financial crisis of 2007-2009 highlighted to many investors the importance of liquidity.
University endowment funds, for example, were forced to sell publicly traded securities at …

Liquidity in global real estate securities markets: a cyclical and regional analysis pre, during and post GFC

N Lux, A Moss - Journal of Property Investment & Finance, 2016 - emerald.com
Purpose–The purpose of this paper is to test the relationship between liquidity in listed real
estate markets, company size and geography during different market cycles, specifically pre …

The impact of liquidity on the valuation of European real estate securities

A Moss, N Lux - Journal of European Real Estate Research, 2014 - emerald.com
Purpose–The purpose of this paper is to test the hypothesis that the valuations of European
real estate securities are, in part, determined by the relative liquidity in the companies' …