A Strategic Investment Framework for Biotechnology Markets via Dynamic Asset Allocation and Class Diversification
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Lintner, John, 1969. "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets: A Reply," The Review of Economics and Statistics, MIT Press, vol. 51(2), pages 222-224, May.
- Fenghua Song & Anjan V. Thakor, 2007. "Relationship Banking, Fragility, and the Asset-Liability Matching Problem," The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 2129-2177, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Allen, Franklin & Carletti, Elena & Marquez, Robert, 2015.
"Deposits and bank capital structure,"
Journal of Financial Economics, Elsevier, vol. 118(3), pages 601-619.
- Franklin Allen & Elena Carletti & Robert Marquez, 2013. "Deposits and Bank Capital Structure," NBER Chapters, in: New Perspectives on Corporate Capital Structure, National Bureau of Economic Research, Inc.
- Franklin Allen & Elena Carletti, 2013. "Deposits and Bank Capital Structure," Working Papers 477, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Allen, Franklin & Carletti, Elena & Marquez, Robert, 2014. "Deposits and Bank Capital Structure," Working Papers 14-08, University of Pennsylvania, Wharton School, Weiss Center.
- Franklin Allen & Elena Carletti, 2013. "Deposits and Bank Capital Structure," Economics Working Papers ECO2013/03, European University Institute.
- Demirgüç-Kunt, Asli & Huizinga, Harry, 2010.
"Bank activity and funding strategies: The impact on risk and returns,"
Journal of Financial Economics, Elsevier, vol. 98(3), pages 626-650, December.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2009. "Bank Activity and Funding Strategies : The Impact on Risk and Return," Other publications TiSEM 261360c8-1275-4107-a88b-4, Tilburg University, School of Economics and Management.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2009. "Bank Activity and Funding Strategies : The Impact on Risk and Return," Discussion Paper 2009-09, Tilburg University, Center for Economic Research.
- Huizinga, Harry & Demirgüç-Kunt, Asli, 2009. "Bank Activity and Funding Strategies: The Impact on Risk and Return," CEPR Discussion Papers 7170, C.E.P.R. Discussion Papers.
- Demirguc-Kunt, Asli & Huizinga, Harry, 2009. "Bank activity and funding strategies : the impact on risk and returns," Policy Research Working Paper Series 4837, The World Bank.
- Ahmadian , Azam & Shahchera , Mahshid, 2014. "A Model of Asset and Liability Management and Monetary Shocks (DSGE Model)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(1), pages 57-91, October.
- Catão, Luís A.V. & te Kaat, Daniel Marcel, 2021.
"Capital account liberalization and the composition of bank liabilities,"
Journal of International Money and Finance, Elsevier, vol. 116(C).
- Luís A.V. Catão & Daniel Marcel te Kaat, 2018. "Capital Account Liberalization and the Composition of Bank Liabilities," Working Papers REM 2018/53, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Hryckiewicz, Aneta & Kozłowski, Łukasz, 2017. "Banking business models and the nature of financial crisis," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 1-24.
- Huang, R. & Ratnovksi, L., 2009. "The Dark Side of Bank Wholesale Funding," Discussion Paper 2009-59 S, Tilburg University, Center for Economic Research.
- Irani, Rustom & Iyer, Rajkamal & Meisenzahl, Ralf & Peydró, José-Luis, 2021.
"The rise of shadow banking: Evidence from capital regulation,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(5), pages 2181-2235.
- Rustom M Irani & Rajkamal Iyer & Ralf R Meisenzahl & José-Luis Peydró, 2021. "The Rise of Shadow Banking: Evidence from Capital Regulation [Securities trading by banks and credit supply: Micro-evidence from the crisis]," The Review of Financial Studies, Society for Financial Studies, vol. 34(5), pages 2181-2235.
- Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & José-Luis Peydró, 2018. "The rise of shadow banking: evidence from capital regulation," Economics Working Papers 1652, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
- Ralf R. Meisenzahl & Rustom M. Irani & Rajkamal Iyer & José-Luis Peydró, 2019. "The Rise of Shadow Banking: Evidence from Capital Regulation," Working Papers 1098, Barcelona School of Economics.
- Irani, Rustom M & Iyer, Rajkamal & Meisenzahl, Ralf R & Peydró, José-Luis, 2018. "The Rise of Shadow Banking: Evidence from Capital Regulation," CEPR Discussion Papers 12913, C.E.P.R. Discussion Papers.
- Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & José-Luis Peydró, 2018. "The Rise of Shadow Banking : Evidence from Capital Regulation," Finance and Economics Discussion Series 2018-039, Board of Governors of the Federal Reserve System (U.S.).
- Irani, Rustom & Iyer, Rajkamal & Peydró, José-Luis & Meisenzahl, Ralf, 2020. "The Rise of Shadow Banking: Evidence from Capital Regulation," EconStor Preprints 216799, ZBW - Leibniz Information Centre for Economics.
- Schupp, Fabian & Silbermann, Leonid, 2017.
"The Role of Structural Funding for Stability in the German Banking Sector,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168166, Verein für Socialpolitik / German Economic Association.
- Schupp, Fabian & Silbermann, Leonid, 2017. "The role of structural funding for stability in the German banking sector," Discussion Papers 03/2017, Deutsche Bundesbank.
- Fabian Schupp & Leonid Silbermann, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," MAGKS Papers on Economics 201717, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Michelangeli, Valentina & Piersanti, Fabio Massimo, 2023.
"Interdependence between assets and liabilities in the banking system: Changes in the last two decades,"
Finance Research Letters, Elsevier, vol. 58(PA).
- Valentina Michelangeli & Fabio Massimo Piersanti, 2023. "Interdependence between assets and liabilities in the banking system: changes in the last two decades," Questioni di Economia e Finanza (Occasional Papers) 752, Bank of Italy, Economic Research and International Relations Area.
- Duchin, Ran & Sosyura, Denis, 2014. "Safer ratios, riskier portfolios: Banks׳ response to government aid," Journal of Financial Economics, Elsevier, vol. 113(1), pages 1-28.
- Rajkamal Iyer & Manju Puri, 2012.
"Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks,"
American Economic Review, American Economic Association, vol. 102(4), pages 1414-1445, June.
- Rajkamal Iyer & Manju Puri, 2008. "Understanding bank runs: the importance of depositor-bank relationships and networks," Proceedings 1095, Federal Reserve Bank of Chicago.
- Rajkamal Iyer & Manju Puri, 2008. "Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks," NBER Working Papers 14280, National Bureau of Economic Research, Inc.
- Inoue, Hitoshi & Nakashima, Kiyotaka & Takahashi, Koji, 2016. "Comment on Peek and Rosengren (2005) “Unnatural Selection: Perverse Incentives and the Allocation of Credit in Japan”," MPRA Paper 72726, University Library of Munich, Germany.
- Chernobai, Anna & Ozdagli, Ali & Wang, Jianlin, 2021.
"Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 418-440.
- Anna Chernobai & Ali Ozdagli & Jianlin Wang, 2016. "Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies," Working Papers 16-16, Federal Reserve Bank of Boston.
- Anna Chernobai & Ali Ozdagli & Jianlin Wang, 2018. "Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies," 2018 Meeting Papers 1146, Society for Economic Dynamics.
- Gohdes, Nicholas & Simshauser, Paul & Wilson, Clevo, 2022.
"Renewable entry costs, project finance and the role of revenue quality in Australia's National Electricity Market,"
Energy Economics, Elsevier, vol. 114(C).
- Gohdes, N. & Simshauser, P., 2022. "Renewable entry costs, project finance and the role of revenue quality in Australia's National Electricity Market," Cambridge Working Papers in Economics 2206, Faculty of Economics, University of Cambridge.
- Nicholas Gohdes & Paul Simshauser, 2022. "Renewable entry costs, project finance and the role of revenue quality in Australia’s National Electricity Market," Working Papers EPRG2204, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Song. Fenghua & Thakor, Anjan, 2013. "Notes on financial system development and political intervention," Policy Research Working Paper Series 6350, The World Bank.
- Huang, R. & Ratnovksi, L., 2009. "The Dark Side of Bank Wholesale Funding," Other publications TiSEM 7f6c9a9c-6cae-4db4-b0bc-9, Tilburg University, School of Economics and Management.
- Mateusz Mokrogulski, 2014. "Wojna depozytowa w polskim sektorze bankowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 79-99.
- James Graham, 2022. "Boom and Bust: A Global History of Financial Bubbles," The Economic Record, The Economic Society of Australia, vol. 98(322), pages 324-326, September.
- Thomas J. Carter, 2017. "Optimal Interbank Regulation," Staff Working Papers 17-48, Bank of Canada.
- Brunella Bruno & Immacolata Marino, 2018. "How Do Banks Respond to Non-Performing Loans?," CSEF Working Papers 513, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 30 Jul 2021.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2017-10-22 (Contract Theory and Applications)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1710.03267. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.