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Dynamic Asset Allocation with Hidden Volatility

Mark Westerfield , Felix Zhiyu Feng  

We study a dynamic continuous-time principal-agent model with endogenous cash-flow volatility. The principal supplies the agent with capital for investment,... Read More

Dynamic Asset Allocation with Hidden Volatility

Mark Westerfield , Felix Zhiyu Feng  

We study a dynamic continuous-time principal-agent model with endogenous cash-flow volatility. The principal supplies the agent with capital for investment,... Read More

Dynamic Asset Allocation with Hidden Volatility

Mark Westerfield , Felix Zhiyu Feng  

We study a dynamic continuous-time principal-agent model with endogenous cash-flow volatility. The principal supplies the agent with capital for investment,... Read More

Learning in Crowded Markets

Peter Kondor , Adam Zawadowski  

We study a capital reallocation problem in which  investors can enter into a new market where they compete with each other... Read More

Learning in Crowded Markets

Peter Kondor , Adam Zawadowski  

We study a capital reallocation problem in which  investors can enter into a new market where they compete with each other... Read More

Learning in Crowded Markets

Peter Kondor , Adam Zawadowski  

We study a capital reallocation problem in which  investors can enter into a new market where they compete with each other... Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat  

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat  

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat  

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat  

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More