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Publications in Finance

A Model of Optimal Portfolio Selection Under Liquidity Risk and Price Impact

Finance and Stochastics

English

Ambiguity Seeking as a Result of the Status Quo Bias

Journal of Risk and Uncertainty

English

Eliciting Decision Weights by Adapting De Finetti’s Betting-Odds Method to Prospect Theory

Journal of Risk and Uncertainty

English

The Noncompetitive Theory of International Trade and Trade Policy

World Bank Economic Review

English

New Editorial Board Members

Management Accounting Research

Information Systems

English

Managing Price Risk in the Pakistan Wheat Market

World Bank Economic Review

English

On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility

Finance and Stochastics

English

Optimal Capital and Risk Allocations for Law- And Cash-Invariant Convex Functions

Finance and Stochastics

English

The Cumulant Process and Esscher's Change of Measure

Finance and Stochastics

English

Productivity and Turnover in the Export Market: Micro-Level Evidence From the Republic of Korea and Taiwan (China)

World Bank Economic Review

English