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Reference dependence and market participation
Guasoni, Paolo; Meireles-Rodrigues, Andrea - In: Mathematics of operations research 45 (2020) 1, pp. 129-156
Persistent link: https://www.econbiz.de/10012183025
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Liquidity provision with adverse selection and inventory costs
Herdegen, Martin; Muhle-Karbe, Johannes; Stebegg, Florian - In: Mathematics of operations research 48 (2023) 3, pp. 1286-1315
Persistent link: https://www.econbiz.de/10014329263
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An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes; Shi, Xiaofei; Yang, Chen - In: Mathematics of operations research 48 (2023) 3, pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292