Managing liquidity buffer through core liquidity portfolio
Year of publication: |
2015
|
---|---|
Authors: | Chagwiza, Wilbert ; Garira, Winston ; Moyo, Simiso |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 12.2015, 1, p. 70-77
|
Subject: | core liquidity portfolio | liquid asset return | liquidity buffer | scenario generation | stochastic programming | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory | Bankenliquidität | Bank liquidity | Marktliquidität | Market liquidity |
-
Quantification of Structural Liquidity Risk in Banks
Wieser, Christoph, (2022)
-
Liquidity and investment horizon
Vovchak, Volodymyr, (2014)
-
Pástor, Ľuboš, (2019)
- More ...
-
Asymptotic dependence modelling of the BRICS stock markets
Sigauke, Caston, (2022)
-
Multifrequency network for SADC exchange rate markets using EEMD-based DCCA
Adam, Anokye M., (2022)
-
Adam, Anokye M., (2022)
- More ...