Sfoglia per Autore
Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance
2012-01-01 Vitale, Paolo
An experimental investigation on call markets with risk averse insiders
2012-01-01 Spallone, Marco; Vitale, Paolo
Risk-averse Insider Trading in Multi-asset Sequential Auction Markets
2012-01-01 Vitale, Paolo
OPTIMAL INFORMED TRADING IN THE FOREIGN EXCHANGE MARKET
2012-01-01 Vitale, Paolo
Pessimistic Optimal Choice for Risk-Averse Agents
2013-01-01 Vitale, Paolo
Optimal Monetary Policy for a Pessimistic Central Bank
2014-01-01 Vitale, Paolo
Optimal climate policy for a pessimistic social planner
2014-01-01 Valentini, Edilio; Vitale, Paolo
Carry Trades, Order Flow, and the Forward Bias Puzzle
2016-01-01 Breedon, Francis; Rime, Dagfinn; Vitale, Paolo
Pessimistic Optimal Choice for Risk-averse Agents: The Continuous-time Limit
2017-01-01 Vitale, Paolo
Insider trading in sequential auction markets with risk-aversion and time-discounting
2017-01-01 Vitale, Paolo
Ambiguity-aversion in a single auction market
2017-01-01 Vitale, Paolo
Robust Trading for Ambiguity-averse Insiders
2018-01-01 Vitale, Paolo
Optimal Monetary Policy for a Pessimistic Central Bank
2018-01-01 Vitale, Paolo
Uncertainty and risk-aversion in a dynamic oligopoly with sticky prices
2019-01-01 Valentini, Edilio; Vitale, Paolo
Optimal Climate Policy for a Pessimistic Social Planner
2019-01-01 Valentini, Edilio; Vitale, Paolo
The currency that came in from the cold: Capital controls and the information content of order flow
2021-01-01 Breedon, Francis; Pétursson, Thórarinn G.; Vitale, Paolo
Short-sightedness, Short-sale Constraints and the Dissemination of Private Information
2022-01-01 Colla, Paolo; Vitale, Paolo
A Dynamic Oligopoly with Price Stickiness and Risk-Averse Agents
2022-01-01 Valentini, Edilio; Vitale, Paolo
The currency that came in from the cold: Capital controls and the information content of order flow
2023-01-01 Breedon, Francis; Pétursson, Thórarinn G.; Vitale, Paolo
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