Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Lazrak, Ali"'
We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our objective is
Externí odkaz:
http://arxiv.org/abs/2304.11577
Autor:
Lazrak, Ali, Zhang, Jianfeng
We study pre-vote interactions in a committee that enacts a welfare-improving reform through voting. Committee members use decentralized promises contingent on the reform enactment to influence the vote outcome. Equilibrium promises prevent beneficia
Externí odkaz:
http://arxiv.org/abs/2304.08008
Publikováno v:
Review of Financial Studies; Sep2022, Vol. 35 Issue 9, p4105-4151, 47p
Autor:
Ekeland, Ivar, Lazrak, Ali
This paper characterizes differentiable and subgame Markov perfect equilibria in a continuous time intertemporal decision problem with non-constant discounting. Capturing the idea of non commitment by letting the commitment period being infinitesimal
Externí odkaz:
http://arxiv.org/abs/0808.3790
Autor:
Ekeland, Ivar, Lazrak, Ali
This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium equation takes two different forms, one of which is reminescent of the
Externí odkaz:
http://arxiv.org/abs/math/0604264
Autor:
Lazrak, Ali
Publikováno v:
Annals of Applied Probability 2004, Vol. 14, No. 4, 2149-2175
This paper develops, in a Brownian information setting, an approach for analyzing the preference for information, a question that motivates the stochastic differential utility (SDU) due to Duffie and Epstein [Econometrica 60 (1992) 353-394]. For a cl
Externí odkaz:
http://arxiv.org/abs/math/0503579
Publikováno v:
In Journal of Financial Economics September 2017 125(3):417-433
We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our objective is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e07ac04c19e4f7dba98f907570e66e1
http://arxiv.org/abs/2304.11577
http://arxiv.org/abs/2304.11577
Autor:
Cvitanić, Jakša1, Lazrak, Ali2, Martellini, Lionel3, Zapatero, Fernando4 fzapatero@marshall.usc.edu
Publikováno v:
Review of Financial Studies. Winter2006, Vol. 19 Issue 4, p1113-1156. 44p.
Autor:
CARLSON, MURRAY, LAZRAK, ALI
Publikováno v:
The Journal of Finance, 2010 Dec 01. 65(6), 2323-2362.
Externí odkaz:
https://www.jstor.org/stable/23324412