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Year of publication
Subject
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Altersvorsorge 3 Derivat 3 Derivative 3 Hedging 3 Interest rate 3 Interest rate derivative 3 Liquidity 3 Liquidität 3 Pension fund 3 Pension funds 3 Pensionskasse 3 Portfolio selection 3 Portfolio-Management 3 Retirement provision 3 Risiko 3 Risk 3 Zins 3 Zinsderivat 3 fixed income 3 interest rate swaps 3 margin calls 3 price impact 3 Clustered volatility 2 Crash 2 Fat tails 2 Leverage 2 Margin calls 2 Systemic risk 2 liability hedging 2 liquidity risk 2 liability hedging,liquidity risk 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
All
English 5
Author
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Duijm, Patty 3 Jansen, Kristy A. E. 3 Klingler, Sven 3 Ranaldo, Angelo 3 Farmer, J. Doyne 2 Geanakoplos, John 2 Thurner, Stefan 2
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Institution
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Cowles Foundation for Research in Economics, Yale University 2
Published in...
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Cowles Foundation Discussion Papers 2 DNB working papers 1 Netspar academic series 1 Research paper series / Swiss Finance Institute 1
Source
All
ECONIS (ZBW) 3 RePEc 2
Showing 1 - 5 of 5
Cover Image
Pension liquidity risk
Jansen, Kristy A. E.; Klingler, Sven; Ranaldo, Angelo; … - 2024
Persistent link: https://www.econbiz.de/10014468784
Saved in:
Cover Image
Pension liquidity risk
Jansen, Kristy A. E.; Klingler, Sven; Ranaldo, Angelo; … - 2024
Persistent link: https://www.econbiz.de/10014483543
Saved in:
Cover Image
Pension liquidity risk
Jansen, Kristy A. E.; Klingler, Sven; Ranaldo, Angelo; … - 2024
Persistent link: https://www.econbiz.de/10014486912
Saved in:
Cover Image
Leverage Causes Fat Tails and Clustered Volatility
Thurner, Stefan; Farmer, J. Doyne; Geanakoplos, John - Cowles Foundation for Research in Economics, Yale University - 2010
We build a simple model of leveraged asset purchases with margin calls. Investment funds use what is perhaps the most …
Persistent link: https://www.econbiz.de/10008546787
Saved in:
Cover Image
Leverage Causes Fat Tails and Clustered Volatility
Thurner, Stefan; Farmer, J. Doyne; Geanakoplos, John - Cowles Foundation for Research in Economics, Yale University - 2010
We build a simple model of leveraged asset purchases with margin calls. Investment funds use what is perhaps the most …
Persistent link: https://www.econbiz.de/10009645229
Saved in:
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