FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2897816096> ?p ?o ?g. }

• W2897816096 abstract "We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the true valuation. We illustrate conditions under which our alternative weighting scheme converges faster to the true valuation when compared to the minimum variance weighting. This weighting scheme is applicable in any situation where multiple forecasts are made and we need a methodology to combine them. Our valuations can be useful either to derive a bidding strategy for an exclusive auction or to design an appropriate auction mechanism, depending on which side of the fence a participant sits (whether the interest is to procure the rights to use a portfolio for making stock loans such as for a lending desk, or, to obtain additional revenue from a portfolio such as from the point of view of a long only asset management firm). Lastly, we run simulations to establish numerical examples for the set of valuations and for various bidding strategies corresponding to different auction settings." @default.
• W2897816096 created "2018-10-26" @default.
• W2897816096 creator A5091580675 @default.
• W2897816096 date "2016-03-03" @default.
• W2897816096 modified "2023-09-27" @default.
• W2897816096 title "Securities Lending Strategies: Exclusive Valuations and Auction Bids" @default.
• W2897816096 cites W135777913 @default.
• W2897816096 cites W1486300442 @default.
• W2897816096 cites W1494498837 @default.
• W2897816096 cites W1536147934 @default.
• W2897816096 cites W1570173024 @default.
• W2897816096 cites W1591875227 @default.
• W2897816096 cites W1731159951 @default.
• W2897816096 cites W1776713878 @default.
• W2897816096 cites W1954834360 @default.
• W2897816096 cites W1970037760 @default.
• W2897816096 cites W1972105034 @default.
• W2897816096 cites W1976604713 @default.
• W2897816096 cites W1981431602 @default.
• W2897816096 cites W1986528915 @default.
• W2897816096 cites W2000235988 @default.
• W2897816096 cites W2002174269 @default.
• W2897816096 cites W2010997253 @default.
• W2897816096 cites W2012679794 @default.
• W2897816096 cites W2014389988 @default.
• W2897816096 cites W2018559930 @default.
• W2897816096 cites W2052144207 @default.
• W2897816096 cites W2062588709 @default.
• W2897816096 cites W2064978316 @default.
• W2897816096 cites W2068424727 @default.
• W2897816096 cites W2084440177 @default.
• W2897816096 cites W2093510862 @default.
• W2897816096 cites W2109191808 @default.
• W2897816096 cites W2111928004 @default.
• W2897816096 cites W2117486568 @default.
• W2897816096 cites W2123901340 @default.
• W2897816096 cites W2126182847 @default.
• W2897816096 cites W2137918734 @default.
• W2897816096 cites W2144844788 @default.
• W2897816096 cites W2151065060 @default.
• W2897816096 cites W2156715130 @default.
• W2897816096 cites W2161020850 @default.
• W2897816096 cites W2167700696 @default.
• W2897816096 cites W2170316986 @default.
• W2897816096 cites W2187723289 @default.
• W2897816096 cites W2298774592 @default.
• W2897816096 cites W2397727625 @default.
• W2897816096 cites W2799920757 @default.
• W2897816096 cites W3121362994 @default.
• W2897816096 cites W3122012456 @default.
• W2897816096 cites W3122167020 @default.
• W2897816096 cites W3122242562 @default.
• W2897816096 cites W3122682831 @default.
• W2897816096 cites W3123067977 @default.
• W2897816096 cites W3123195209 @default.
• W2897816096 cites W3123519783 @default.
• W2897816096 cites W3123728483 @default.
• W2897816096 cites W3123895924 @default.
• W2897816096 cites W3125267019 @default.
• W2897816096 cites W3125901151 @default.
• W2897816096 cites W3126093646 @default.
• W2897816096 cites W3126122605 @default.
• W2897816096 cites W424484938 @default.
• W2897816096 cites W617691326 @default.
• W2897816096 cites W1993387039 @default.
• W2897816096 cites W2222688919 @default.
• W2897816096 cites W56799233 @default.
• W2897816096 hasPublicationYear "2016" @default.
• W2897816096 type Work @default.
• W2897816096 sameAs 2897816096 @default.
• W2897816096 citedByCount "0" @default.
• W2897816096 crossrefType "posted-content" @default.
• W2897816096 hasAuthorship W2897816096A5091580675 @default.
• W2897816096 hasConcept C10138342 @default.
• W2897816096 hasConcept C106159729 @default.
• W2897816096 hasConcept C11276805 @default.
• W2897816096 hasConcept C126838900 @default.
• W2897816096 hasConcept C143684077 @default.
• W2897816096 hasConcept C144133560 @default.
• W2897816096 hasConcept C149782125 @default.
• W2897816096 hasConcept C162324750 @default.
• W2897816096 hasConcept C175444787 @default.
• W2897816096 hasConcept C183115368 @default.
• W2897816096 hasConcept C186027771 @default.
• W2897816096 hasConcept C2780821815 @default.
• W2897816096 hasConcept C41008148 @default.
• W2897816096 hasConcept C71924100 @default.
• W2897816096 hasConcept C9233905 @default.
• W2897816096 hasConceptScore W2897816096C10138342 @default.
• W2897816096 hasConceptScore W2897816096C106159729 @default.
• W2897816096 hasConceptScore W2897816096C11276805 @default.
• W2897816096 hasConceptScore W2897816096C126838900 @default.
• W2897816096 hasConceptScore W2897816096C143684077 @default.
• W2897816096 hasConceptScore W2897816096C144133560 @default.
• W2897816096 hasConceptScore W2897816096C149782125 @default.
• W2897816096 hasConceptScore W2897816096C162324750 @default.
• W2897816096 hasConceptScore W2897816096C175444787 @default.
• W2897816096 hasConceptScore W2897816096C183115368 @default.
• W2897816096 hasConceptScore W2897816096C186027771 @default.
• W2897816096 hasConceptScore W2897816096C2780821815 @default.

• next