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Dynamic signal selection strategies

Madan, Dilip B.; Sharaiha, Yazid M.; Sundsøy, Pål - In: The journal of investment strategies 11 (2022) 4, pp. 31-50

Persistent link: https://www.econbiz.de/10014335858

Enhancing enterprise value by trading options

Madan, Dilip B.; Sharaiha, Yazid M. - In: The journal of investment strategies 6 (2017) 4, pp. 47-80

Persistent link: https://www.econbiz.de/10011771270

The state-dependent time variation in the value premium

Sharaiha, Yazid M.; Johansson, Kristoffer Kittilsen - In: The journal of asset management 15 (2014) 2, pp. 150-161

Persistent link: https://www.econbiz.de/10010384768

The shadow price of liquidity in asset allocation : a case study

Van Luu, Bac; Sharaiha, Yazid M.; Doskov, Nikolay; … - In: Journal of investment management : JOIM 12 (2014) 2, pp. 14-31

Persistent link: https://www.econbiz.de/10010388914

The Shadow Price of Liquidity in Asset Allocation - A Case Study

Luu, Bac Van - 2014

We apply a framework for estimating the investor-specific value of liquidity which can be used to inform asset allocation decisions. The shadow price of liquidity is a central concept in this framework. In the case study, the investor considers allocation to private equity, real estate and...

Persistent link: https://www.econbiz.de/10013053607