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Can Civil Law Countries Get Good Institutions?Creditor Rights and Bond Markets in Brazil,1850-2003
Civil Law Countries Creditor Rights Bond Markets
2015/4/20
Can we assume that the effect of early institutions is persistent over time? Work by La Porta,Lopez de Silanes, Shleifer, and Vishny, also known as the “law and finance” literature, implicitly argues ...
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange
trading activity electronic on-book dealership off-book
2011/3/23
We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market m...
Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets
Optimal Robust Mean-Variance Hedging Incomplete Financial Markets
2010/12/17
Optimal B-robust estimate is constructed for multidimensional parameter in drift coefficient of diffusion type process with small noise. Optimal mean-variance robust (optimal V -robust) trading strate...