Cecilia Parlatore

Member

Details

NAME
Cecilia Parlatore

INSTITUTION
NYU Stern

OFFICE PHONE NUMBER
212-998-0171

EMAIL
cparlato@stern.nyu.edu

Featured Work

2023

Designing Stress Scenarios

   Sep 25,2023

We study the optimal design of stress scenarios. A principal manages the unknown risk exposures of agents by asking them to...

   Show Previous Versions

2022

Designing Stress Scenarios

   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk...


2021

Strategic Fragmented Markets

   Apr 30,2021

We study the determinants of asset market fragmentation in a model with strategic investors that disagree about the value of...