Andreasstrasse 15
Zürich, 8050
Switzerland
University of Zurich - Department Finance
SSRN RANKINGS
in Total Papers Citations
asymmetric information; dynamic contracts; moral hazard; risk taking
dynamic regulation, emission permits, environment, self-financing policy, technology adoption
Dynamic regulation, Emission permits, Environment, Self–financing policy, Technology adoption
Bank financing structure; repos; liquid reserves; rollover risk; regulation
Leverage, liquidity management, equity issuance, singular stochastic control, stochastic impulse control
surplus invariance, limited liability, capital adequacy, risk measures, loss-based risk measures, shortfall risk measures, excess invariance
Insurance Firm, Default Option, Franchise Value, Dividend Payments, Investment Strategy, Market-Consistent Valuation
portfolio choice, risk exposure, singular stochastic control, stochastic impulse control
Dividend distribution, singular stochastic control, numerical methods for partial differential equations, finite element method.
Asymmetric Information, Crossing Networks, Dealer Markets, Non-Linear Pricing, Principal-Agent Games
asymmetric information, dynamic contracts, moral hazard, risk taking