Access Statistics for Sergei Isaenko

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Optimal Dynamic Trading Strategies with Risk Limits 0 0 1 44 2 5 16 271
Total Working Papers 0 0 1 44 2 5 16 271


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Equilibrium with Overpriced Put Options 0 0 0 34 0 3 4 187
Equilibrium theory of stock market crashes 0 0 2 11 0 1 8 67
Liquidity premium in the presence of stock market crises and background risk 0 0 0 11 0 0 2 33
On the super-replicating approach when trading a derivative is limited 0 0 0 4 0 0 0 46
Optimal Dynamic Trading Strategies with Risk Limits 0 0 0 0 0 1 4 12
Portfolio choice under transitory price impact 0 0 1 14 1 1 3 74
The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences 0 0 0 47 0 0 4 133
Total Journal Articles 0 0 3 121 1 6 25 552


Statistics updated 2020-09-04