Asset-liability Management for Reserves under Liquidity Constraints: The Case of Saudi Arabia-Reference-Cited by-同舟云学术

Asset-liability Management for Reserves under Liquidity Constraints: The Case of Saudi Arabia

Published:2015 Issue: Volume:29 Page:17-40
ISSN:2212-5671
Container-title:Procedia Economics and Finance
language:en
Short-container-title:Procedia Economics and Finance

Author:

Alhumaidah Fahad

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference51 articles.

1. Alhumaidah, F., 2013. Reserve Adequacy in an Asset-Liability Framework. In: Pringle, R., Carver, N. (Eds.), RBS Reserve Management Trends 2013. Central Banking Publications Ltd., Incisive, London, 53-75.

2. Optimal Execution with Nonlinear Impact Functions and Trading-Enhanced Risk;Almgren;Applied Mathematical Finance,2003

3. Value Under Liquidation;Almgren;Journal of Risk,1999

4. Optimal Execution of Portfolio Transactions;Almgren;Journal of Risk,2000

5. Direct Estimation of Equity Market Impact;Almgren;Risk,2005

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