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Publications by Jussi Keppo

Modeling the Optimal Strategy in an Incomplete Market

SSRN Electronic Journal

English

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Taxes and Corporate Capital Structure in an Incomplete Market

Journal of Finance

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Optimal Portfolio for HARA Utility Functions in a Pure Jump Multidimensional Incomplete Market

International Journal of Risk Assessment and Management

International Management

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

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VWAP Execution as an Optimal Strategy

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Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market

Journal of Probability and Statistics

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Mathematical Modeling of the Optimal Market of Competing Goods in Conditions of Deliveries Lags

Computer Research and Modeling

Computational Theory

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The Rhino’s Horn: Incomplete Property Rights and the Optimal Value of an Asset

Journal of Legal Studies

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Composition of an Optimal Portfolio in the Capital Market - Elton & Gruber Model in Portugal’s Capital Market

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Optimal Task Design for Intrinsically Motivated Workers With an Incomplete Contract

Journal of National Development

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