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2021/01/27

On Mean-Variance Analysis of a Bank's Behavior

2020/08/18

Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes

2019/10/22

Utility Indifference Pricing and the Aumann-Serrano Performance Index

2019/09/30

Was Adam Smith a Proponent of Absolute Advantage Theory? A formative history of an urban legend and lessons learned

2019/09/18

On Pareto Efficiency in Asset Markets

2019/06/17

The Impact of Non-cash Collateralization on the Over-the-counter Derivatives Markets