South Kensington Campus
Imperial College London
London, London SW7 2AZ
United Kingdom
http://www.imperial.ac.uk/people/a.tse
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Behavioral economics, prospect theory, probability weighting, randomized strategies
Prospect theory, behavioral finance, disposition effect, investor trading behavior, probability weighting.
Liquidation, bailout, bail-in, asset sale, agency
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
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agency, asset sale, bail-in, bailout, Liquidation
Dynamic correlation, Extreme dependence, Multivariate GARCH Model, Risk management, Tail dependence coefficient
S-shaped utility, optimal stopping, transaction costs, entry-and-exit strategies
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf Size: 0K
Merton problem, proportional transaction costs, no transaction region, wellâposedness, leverage
