François Cocquemas

Florida State University

Tallahassee, FL 32306-1042

United States

  • Florida State University

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading

Number of pages: 39 Posted: 29 Jun 2020 Last Revised: 24 Sep 2021
Kerry Back, François Cocquemas, Ibrahim Ekren and Abraham Lioui
Rice University - Jesse H. Jones Graduate School of Business, Florida State University, Florida State University and EDHEC Business School
Downloads 87 (369,909)

Abstract:

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

2.

Snakes and Ladders: Asset Pricing with Household Disasters

Number of pages: 75 Posted: 17 Dec 2016
François Cocquemas
Florida State University
Downloads 29 (597,467)

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consumption CAPM, heterogenous agents, consumption disasters