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 Time, Finance and Stochastics (2017), vol. 21, issue 2, pp. 331-360 Co-authors: Tomas Björk and Agatha Murgoci Working Papers 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 |
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