Information about the author Ajay Subramanian will soon be added to the site.
Optimal Dynamic Risk Taking
We analyze a continuous‐time stochastic control problem that arises in the...
Product Market Competition, Managerial Compensation, and Firm Size in Market Equilibrium
We develop a tractable equilibrium model of competing firms in an industry to show how...
Fund Flows, Performance, Managerial Career Concerns, and Risk Taking
We develop a unified model of the interactions among investors, fund companies, and...
European option pricing with general transaction costs and short-selling constraints
In this paper, we study the problem of European Option Pricing in a market with...
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