illiquidity - Robuta Search

https://www.dnb.nl/publicaties/publicaties-onderzoek/working-paper-2025/827-untangling-illiquidity-optimal-asset-allocation-with-private-asset-classes/ Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes | De Nederlandsche Bank asset allocation private classes untangling illiquidity optimal https://ideas.repec.org/a/eee/jfinec/v41y1996i3p441-464.html Market microstructure and asset pricing: On the compensation for illiquidity in stock returns Downloadable (with restrictions)! No abstract is available for this item. https://www.stir.ac.uk/research/hub/publication/1613363 Article | Stock returns, illiquidity and feedback trading | University of Stirling stock returns trading university article illiquidity feedback https://www.mercer.com/en-us/insights/retirement/defined-benefit-plans/illiquidity-in-defined-benefit-plans/ Illiquidity in defined benefit plans We explore several solutions to potentially increase liquidity to facilitate pension risk transfer or plan termination activity. defined benefit illiquidity plans https://www.econstor.eu/handle/10419/176472 EconStor: Value investing or investing in illiquidity? The profitability of contrarian investment... EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. value investing econstor https://ideas.repec.org/p/nbr/nberwo/17876.html Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality Downloadable! We develop a dynamic equilibrium model of asset markets affected by adverse selection. There exists a unique equilibrium where better assets... a theory of https://www.mondaq.com/canada/corporate-and-company-law/1637554/private-equity-secondaries-adapting-to-illiquidity-and-risk Private Equity Secondaries: Adapting To Illiquidity And Risk - Corporate and Company Law - Canada Global private secondary market transaction volume hit an all-time high of US$160 billion in financial year (FY)-2024, which is up 41 percent from 2023 and has... private equity secondaries https://ideas.repec.org/p/ags/feemim/91011.html Illiquidity and all its Friends Downloadable! The recent crisis was characterized by massive illiquidity. This paper reviews what we know and don't know about illiquidity and all its friends:... illiquidity friends https://ideas.repec.org/p/bis/biswps/303.html Illiquidity and all its friends Downloadable! The recent crisis was characterized by massive illiquidity. This paper reviews what we know and don't know about illiquidity and all its friends:... illiquidity friends https://www.nber.org/papers/w27459 Optimal Illiquidity | NBER Founded in 1920, the NBER is a private, non-profit, non-partisan organization dedicated to conducting economic research and to disseminating research findings... optimal illiquidity nber https://www.birmingham.ac.uk/news-archive/2015/does-commonality-in-illiquidity-matter-to-investors Does commonality in illiquidity matter to investors? - University of Birmingham By Anderson, Richard G and Binner, Jane M and Hagstromer, Bjorn and Nilsson, Birger. This paper is part of the Birmingham Business School Discussion Paper... to investors university of commonality illiquidity matter https://ideas.repec.org/p/wiw/wiwwuw/wuwp255.html Market Illiquidity, Credit Freezes and Endogenous Funding Constraints Downloadable! In this paper I propose a two-step theoretical extension of the baseline model by Diamond and Rajan (2011) and examine the amplification... market illiquidity credit freezes endogenous