Subramanian Ajay

Ajay Subramanian

Information about the author Ajay Subramanian will soon be added to the site.
Found 4 papers in total
Optimal Dynamic Risk Taking
Optimal Dynamic Risk Taking
2017
We analyze a continuous‐time stochastic control problem that arises in the...
Product Market Competition, Managerial Compensation, and Firm Size in Market Equilibrium
Product Market Competition, Managerial Compensation, and Firm Size in Market Equilibrium
2013
We develop a tractable equilibrium model of competing firms in an industry to show how...
Fund Flows, Performance, Managerial Career Concerns, and Risk Taking
Fund Flows, Performance, Managerial Career Concerns, and Risk Taking
2011
We develop a unified model of the interactions among investors, fund companies, and...
European option pricing with general transaction costs and short-selling constraints
European option pricing with general transaction costs and short-selling constraints
2001
In this paper, we study the problem of European Option Pricing in a market with...
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