Research Hub
Peer-Reviewed
- Enhancing organizational sustainability through human resource analytics: examining the moderating effect of organizational culture
- A framework of state-dependent utility optimisation with general benchmarks
- Fast and slow optimal trading with exogenous information
- OPTIMAL SELLING TIME OF A STOCK UNDER CAPITAL GAINS TAXES
- Pricing and calibration in the 4-factor path-dependent volatility model
Pre-Prints
- The FRTB-IMA computational challenge for Equity Autocallables
- Relative portfolio optimization via a value at risk based constraint
- Economic impact of biomarker-based aging interventions on healthcare costs and individual value
- Demand Estimation with Text and Image Data
- Supply chain network rewiring dynamics at the firm-level