Research

Publications

How Fast Should Trades Settle?, Management Science, Forthcoming
Co-author: Marius Zoican

Should Investors Learn about the Timing of Equity Risk?, Journal of Financial Economics (2019), vol.132, issue 3, pp.182-204
Co-authors: Michael Hasler and Roberto Marfe

On Time Inconsistent Stochastic Control In Continuous TimeFinance and Stochastics (2017), vol. 21, issue 2, pp. 331-360
Co-authors: Tomas Björk and Agatha Murgoci

Working Papers

Co-author: Marius Zoican

Co-authors: Michael Hasler and Roberto Marfe

Co-author: Michael Hasler

Speed and Learning in High-Frequency Auctions, R&R at Journal of Financial Markets
Co-authors: Marlene Haas and Marius Zoican

Co-authors: Jungsuk Han and Albert S. Kyle

Asset Pricing with Dynamically Inconsistent Agents