François Cocquemas

Florida State University

Tallahassee, FL 32306-1042

United States

  • Florida State University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A General Solution Method for Insider Problems

Number of pages: 43 Posted: 29 Jun 2020
François Cocquemas, Ibrahim Ekren and Abraham Lioui
Florida State University, Florida State University and EDHEC Business School and Scientific Beta Research Chair
Downloads 40 (483,063)

Abstract:

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Kyle's model, options, informed trading, optimal transport, asymmetric information, price impact

2.

Snakes and Ladders: Asset Pricing with Household Disasters

Number of pages: 75 Posted: 17 Dec 2016
François Cocquemas
Florida State University
Downloads 25 (560,919)

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consumption CAPM, heterogenous agents, consumption disasters