Archives for UCLOUVAIN
February 02, 2018
UCLouvain Finance Seminar
Pierre Collin-Dufresne, Ecole Polytechnique Fédérale de...
Liquidity Regimes and Optimal Dynamic Asset Allocation
Pierre Collin-Dufresne, Ecole Polytechnique Fédérale de Lausanne
We solve for the optimal dynamic asset allocation when expected returns, volatilities, and trading costs follow a regime switching model. The optimal policy is to trade...
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February 02, 2018
Winter Meeting 2018 : "Oxidative Stress in Subcellular...
Deadline for registration and abstract submission : December 15, 2017.
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February 02, 2018
Construction d’une approche géographique de...
Madame Perrine de Crouy-Chanel (Santé Publique France)
Click to know more February 01, 2018
UCLouvain Economics Seminar - V. Filipe Martins-da-Rocha
V. Filipe Martins-da-Rocha
(Université Paris Dauphine)
will give a presentatin on
Self-enforcing Debt Limits and Costly Default in General Equilibrium
Abstract :
We establish a novel determination of self-enforcing debt limits at the present value of default cost in a general...
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February 01, 2018
UCLouvain Economics Seminar
Filipe Martins Da Rocha, Université Dauphine
Self-enforcing Debt Limits and Costly Default in General Equilibrium
Filipe Martins Da Rocha, Université Dauphine
We establish a novel determination of self-enforcing debt limits at the present value of default cost in a general competitive equilibrium. Agents can trade state-contingent debt...
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