illiquid，英語單詞，主要用作為形容詞，用作形容詞譯為“（資產）不可立即兌現的；（市場）參與者少的”。
Ⅶ.非流動性（illiquid）頭寸的處理 A.審慎估值指引 1.管理體系和內部控制 2.估值方法 3.估值調整 B.（MR）計量非流動性頭寸的監管資本時對當前估值的調整 Ⅷ.相關性交易資產組合的壓力測試指引 A.簡介 B.概述 C.規定的壓力測試 D.內部壓力測試 ……第三部分第二支柱——監管檢查程式 第四部分第三支柱——...
These illiquid assets are choking off the flow of credit that is so vitally important to our economy. 流動性不足的資產阻塞了對美國經濟生死攸關的信貸流動。Both sides are committed to pushing forward this vitally important relationship between our two countries. 雙方都承諾致力於推進兩國間這一至關...
They are not seeking truth or elegance, just a way of capturing the behaviour of a market and of linking an unobservable or illiquid price to prices in traded markets.其所追求的並非事實或優雅，而是一種方法——通過它，可以抓住市場跳動的脈搏，並將一個不可觀測或非流動的價格與交易市場的價格聯繫...
23. Han, Bing, Craig Merrill, and Francis Longstaff. 2007. The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds, Journal of Finance.24. Grinblatt, Mark, and Bing Han. 2005. Prospect theory, mental accounting, and momentum, Journal of Financial Economics.榮譽表彰 韓冰教授...
Optimal Decision for Selling an Illiquid Stock, JOTA,Vol.151, No.2,2011 Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems, Siam JFM, Vol.2,2011 The Regularized Implied Local Volatility Equations,DCDS-B,Vol.17, No.6,2012 Viscosity solutions of HJB equations, Acta ...
[7]“Arbitrage-free interval and dynamic hedging in an illiquid market,” Jinqiang Yang and Zhaojun Yang, Quantitative Finance, 2013, 13(7), 1029-1039 [8]“High-water marks and hedge fund management contracts with partial information,” Dandan Song, Jinqiang Yang and Zhaojun Yang, ...
131-145，2008 “存在交易成本時的組合選擇”，清華大學學報（哲學社會科學版），1-11，2007 工作論文:“asset allocations with illiquid assets”，與王江合作，2009 “The Chinese government bond returns”，與王江、楊之署合作，2008 “Study on the ST policy in China”，與張麗宏、張曉泉合作，2008 ...
何新江，男，博士，浙江工業大學經濟學院研究員，碩士生導師，研究方向為定量金融。科研成果 P. Pasricha, S.-P. Zhu and X.-J. He*, A closed-form pricing formula for European options in an illiquid asset market, Financial Innovation, in press, 2022. (SSCI: Q1; IF: 3.985)M. Alfeus, X.-...
8.4 ILLIQUID INSTRUMENTS 8.5 TRADING MODELS Chapter 9: Managing Spot Risk 9.1 OVERVIEW 9.2 FOREIGN EXCHANGE SPOT RISK 9.3 EQUITY SPOT RISK 9.4 PHYSICAL COMMODITIES SPOT RISK Chapter 10: Managing Forward Risk 10.1 INSTRUMENTS 10.2 MATHEMATICAL MODELS OF FORWARD RISKS 10.3 FACTORS IMPACTING ...
“A note on price limit performance: The case of illiquid stocks,” 2005, with G-M Chen and O.M. Rui, Pacific–Basin Finance Journal 13 “Institutional herding, business groups, and economic regimes: Evidence f
第26節 貨幣/360貨幣對沖/360長期投資者的最優貨幣對沖/361預測貨幣/362外國債券的貨幣對沖/362股票的貨幣對沖/365非流動性投資的貨幣對沖（Currency hedging of illiquid investment）/367a-貨幣管理策略（Alpha currency overlay）/368套利交易（Carry trade）/368總結/368本節概要/369本節注釋/370第27節 風險預算/...
長期投資者的最優貨幣對沖/361預測貨幣/362外國債券的貨幣對沖/362股票的貨幣對沖/365非流動性投資的貨幣對沖（Currency hedging of illiquid investment）/367a-貨幣管理策略（Alpha currency overlay）/368套利交易（Carry trade）/368總結/368本節概要/369本節注釋/370第27節 風險預算/371定量方法/371實用方法/372...
