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 Versions2022
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...