Diego Vega San Martin

Southern Methodist University (SMU) - Finance Department

Visiting Assistant Professor of Finance

United States

SCHOLARLY PAPERS

2

DOWNLOADS

51

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk Budgeting in Financial Firms and The Value of an Expert Opinion

SMU Cox School of Business Research Paper No. 18-11
Number of pages: 40 Posted: 16 Nov 2017 Last Revised: 01 Jun 2018
Diego Vega San Martin
Southern Methodist University (SMU) - Finance Department
Downloads 39 (431,427)

Abstract:

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Optimal Contracts, Moral Hazard, Trading Limits, Risk Management

2.

Does Fixed Point Iteration Converge to the Correct Asset Price in Dynamic Models with Taxes?

Number of pages: 19 Posted: 27 Nov 2017 Last Revised: 06 Apr 2018
Mattia Landoni and Diego Vega San Martin
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 12 (573,871)

Abstract:

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asset pricing, taxes, fixed point, contraction mapping, iteration