Radula loriana
National Institutes of Health
Papers overview
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We develop a theoretical and empirical framework for the connections between global
nancial and sovereign CDS markets. The…
I study the strategic choice of informed traders for market vs. limit orders by analyzing the informational content of the limit…
We develop a model of optimal asset allocation based on a utility framework. This applies to a more general context than the…
In this paper we show how credit derivatives contracts may be designed to hedge risky credits when banks have to comply with…