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Dynamic contracting in asset management under the investor-partner-manager relationship

Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting - In: Operations research 72 (2024) 3, pp. 903-915

Persistent link: https://www.econbiz.de/10014556839

Optimal trading and competition with information in the price impact model

Xu, Longjie; Shi, Yufeng - In: Quantitative finance 24 (2024) 6, pp. 811-825

Persistent link: https://www.econbiz.de/10015050798

Automated market makers : mean-variance analysis of LPs payoffs and design of pricing functions

Bergault, Philippe; Bertucci, Louis; Bouba, David; … - In: Digital finance : smart data analytics, investment … 6 (2024) 2, pp. 225-247

Persistent link: https://www.econbiz.de/10014584477

High frequency market making : the role of speed

Aït-Sahalia, Yacine; Sağlam, Mehmet - In: Journal of econometrics 239 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015074464

The Dynamics of Working Hours and Wages Under Implicit Contracts

Guerrazzi, Marco; Giribone, Pier Giuseppe - 2021

In this paper, we explore the dynamics of working hours and wages in a model economy where a firm and its workforce are linked to each other by an implicit contract. Specifically, we develop a deterministic and a stochastic framework in which the firm sets its level of labour utilization by...

Persistent link: https://www.econbiz.de/10012500137