Quartier UNIL Dorigny
c/o University of Geneve
40, Bd du Pont-d'Arve
1211 Geneva, CH-6900
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
in Total Papers Downloads
in Total Papers Citations
Risk aversion, Real options, Investment timing
Capital supply uncertainty, cash management, lumpy investment, inventory models
Real options, incomplete markets, corporate control, risk aversion
reduced-form models of default, Cox Processes
Idiosyncratic volatility, incomplete information, cross-section of stock returns.
Incomplete information, idiosyncratic volatility, q theory of investment
idiosyncratic volatility, incomplete information, cross-section of returns, q-theory of investment
portfolio, health investment, mortality risk
rational bubbles, portfolio constraints, general equilibrium, limited participation, real indeterminacy
General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem
banks; liquidity buffers; capital structure; insolvency risk; regulation
banks, capital structure, insolvency risk, liquidity buffers, regulation
Credit supply uncertainty, dynamic capital structure, default risk, search
Limits of arbitrage; Rational bubbles; Wealth constraints; Excess volatility; Leverage effect
Asset allocation, Expected lifetime, Health production function, Mortality risk, Recursive utility, Value of health, Value of life
continuous-time finance, dynamic market completeness, general equilibrium theory
search frictions, bargaining, continuum of types, price dispersion, intermediation chains.
Search Frictions, Bargaining, Continuum of Types, Price Dispersion
portfolio management, asset-based management fees, mutual funds, dynamic flows, stochastic differential game
Non market risks, incomplete markets, pricing, hedging, utility maximization, utility based pricing, certainty equivalent, temporal resolution of uncertainty, credit risk.
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