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Majid Hasan

EDHEC Business School (EDHEC), Students

PhD Student

France

EDHEC Business School - EDHEC Infrastructure Institute

Head of Asset Pricing

One George Street

07-02

Singapore

Singapore

  • EDHEC Business School (EDHEC), Students

  • EDHEC Business School - EDHEC Infrastructure Institute

SCHOLARLY PAPERS

5

DOWNLOADS

193

TOTAL CITATIONS

0

Scholarly Papers (5)

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1.

Funding Shortfall Risk and Asset Prices in General Equilibrium

Number of pages: 85 Posted: 02 Jun 2016 Last Revised: 02 Feb 2017
Majid Hasan
EDHEC Business School (EDHEC), Students
Downloads 73 (883,195)

Abstract:

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institutional investors, funding-ratio constraint, funding shortfall risk, under-diversification, regime-switching

2.

Rational Mispricing with Unpredictable Demand Shocks

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 76 Posted: 03 Feb 2017
Majid Hasan
EDHEC Business School (EDHEC), Students
Downloads 72 (883,195)

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demand shocks, mispricing, limits to arbitrage, derivatives, incomplete markets, informational efficiency of prices.

3.

Revenue and dividend payouts in privately-held infrastructure investments
Evidence from 15 years of UK data

Number of pages: 112 Posted: 25 Jun 2024
Frederic Blanc-Brude, Tim Whittaker and Majid Hasan
EDHEC Business School, EDHEC Business School - EDHEC Infrastructure & Private Assets Research Institute and EDHEC Business School (EDHEC), Students
Downloads 48 (1,109,210)

Abstract:

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infrastructure, cash flows, propensity matching

4.

Unlisted Infrastructure Debt Valuation & Performance Measurement

Posted: 01 Apr 2024
Frederic Blanc-Brude, Majid Hasan and Omneia Ismail
EDHEC Business School, EDHEC Business School (EDHEC), Students and EDHEC Business School - EDHEC Infrastructure Institute

Abstract:

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infrastructure, debt, asset pricing

5.

You Can Work it Out! Valuation and Recovery of Private Debt with a Renegotiable Default Threshold

Journal of Fixed Income, Vol. 26, No. 4, 2017
Posted: 29 Feb 2024
Frederic Blanc-Brude and Majid Hasan
EDHEC Business School - EDHEC Infrastructure & Private Assets Research Institute and EDHEC Business School (EDHEC), Students

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