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The Economics of Pension Fund Rebalancing in Frontier Markets: Execution Frictions, Sovereign Yields, and Welfare
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Option pricing when underlying stock returns are discontinuous
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Responsible Investing: The ESG-Efficient Frontier
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Sustainable investing in equilibrium
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Strategic Asset Allocation
inferredcites →https://doi.org/10.1093/rfs/9.1.69openalex-snapshot
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
inferredcites →https://doi.org/10.1093/rfs/hhm030openalex-snapshot
Liquidity and Expected Returns: Lessons from Emerging Markets
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Pricing Uncertainty Induced by Climate Change
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A Rational Expectations Model of Financial Contagion
inferredcites →https://doi.org/10.1111/j.1468-0262.2005.00639.xopenalex-snapshot
Over-the-Counter Markets
inferredcites →https://doi.org/10.1111/jofi.12206openalex-snapshot
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
inferredcites →https://doi.org/10.21314/jor.2001.041openalex-snapshot
Optimal execution of portfolio transactions
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Continuous Auctions and Insider Trading
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