Details
Title
SFI-SM
Formal Name (French)
Chaire du Prof. associé Malamud
Formal Name (English)
Chair of Associate Prof. Malamud
Group ID
U12111
Affiliated authors
Dieler, Tobias
Dupart, Lorraine
Kauz-Cadena, Sophie
Kuznetsov, Boris
Malamud, Semyon
Mokak Teguia, Alberto
Petersone, Aleksandra
Petrov, Evgeny
Praz, Rémy
Tseng, Chih-Hsiao Michael
Xu, Jiahua
Xu, Teng Andrea
Dupart, Lorraine
Kauz-Cadena, Sophie
Kuznetsov, Boris
Malamud, Semyon
Mokak Teguia, Alberto
Petersone, Aleksandra
Petrov, Evgeny
Praz, Rémy
Tseng, Chih-Hsiao Michael
Xu, Jiahua
Xu, Teng Andrea
Institute
SFI
Faculty
CDM
Note
Members of SFI-SM et CF-CDM
Linked resource
http://cdm.epfl.ch/
Publications
Capital supply uncertainty, cash holdings, and investment
Convexity bounds for BSDE solutions, with applications to indifference valuation
Essays in Financial Economics
Indifference pricing for CRRA utilities
Information percolation in segmented markets (Reprinted from J Econ Theory, vol 153, pg 1-32, 2014)
Informational frictions in financial markets
Liquidity, Innovation, And Endogenous Growth
Managing inventory with proportional transaction costs
Non-myopic betas
The relative contributions of private information sharing and public information releases to information aggregation
See complete list of publications (44)
Convexity bounds for BSDE solutions, with applications to indifference valuation
Essays in Financial Economics
Indifference pricing for CRRA utilities
Information percolation in segmented markets (Reprinted from J Econ Theory, vol 153, pg 1-32, 2014)
Informational frictions in financial markets
Liquidity, Innovation, And Endogenous Growth
Managing inventory with proportional transaction costs
Non-myopic betas
The relative contributions of private information sharing and public information releases to information aggregation
See complete list of publications (44)
Record appears in
Authorities > Lab