↧
How stock markets react to regulatory sanctions? Evidence from France
Volume 51, Issue 60, December 2019, Page 6558-6566.
View ArticleWomen’s investment in career and the household division of labour
Volume 51, Issue 60, December 2019, Page 6535-6557.
View ArticleConditional Optimal Stopping: A Time-Inconsistent Optimization....
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of...
View ArticleEigen-entropy measure to study phase separation in market behavior....
One of the spectacular examples of a complex system is the financial market, which displays rich correlation structures among price returns of different assets. The eigenvalue decomposition of a...
View ArticleA BSDE-based approach for the optimal reinsurance problem under partial...
We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process. We...
View Article