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Algan, Yann, Allais, Olivier, Den Haan, Wouter J. and Rendahl, Pontus (2013) Solving and simulating models with heterogeneous agents and aggregate uncertainty. In: Schmedders, Karl and Judd, Kenneth L., (eds.) Handbook of Computational Economics Vol. 3. Elsevier, Oxford, UK, pp. 277-324. ISBN 9780444529800
Appa, Gautam, Magos, D., Mourtos, Ioannis and Janssen, Jeannette (2006) On the Orthogonal Latin Square polytope. Discrete Mathematics, 306 (2). pp. 171-187. ISSN 0012-365X
Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series. London School of Economics and Political Science, London, UK.
Chabakauri, Georgy (2015) Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. Journal of Monetary Economics, 75. pp. 21-34. ISSN 0304-3932
Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454
Chabakauri, Georgy and Rytchkov, Oleg (2014) Asset pricing with index investing. Working papers. Social Science Research Network (SSRN), Rochester, USA.
Chabakauri, Georgy and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X
Chabakauri, Georgy and Yueyang Han, Brandon (2020) Collateral constraints and asset prices. Journal of Financial Economics, 138 (3). 754 - 776. ISSN 0304-405X
Cozzi, Marco and Fella, Giulio (2016) Job displacement risk and severance pay. CFM discussion paper series (CFM-DP2016-15). Centre For Macroeconomics, London, UK.
Duffie, Darrell and Rahi, Rohit (1995) Financial market innovation and security design: an introduction. Journal of Economic Theory, 65 (1). pp. 1-42. ISSN 1095-7235
Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility. Financial Markets Group Discussion Papers (492). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility: applications. Financial Markets Group Discussion Papers (482). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160
(2001)
Efficiency properties of rational expectations equilibria with asymmetric information.
Financial Markets Group Discussion Papers (381).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Gottardi, Piero and Rahi, Rohit (2013) Risk sharing and retrading in incomplete markets. Economic Theory, 54 (2). pp. 287-304. ISSN 0938-2259
Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160
(2007)
Value of information in competitive economies with incomplete markets.
Financial Markets Group Discussion Papers (596).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Hilscher, Jens, Raviv, Alon and Reis, Ricardo (2022) How likely is an inflation disaster? CEPR Press Discussion Paper (17224). Centre for Economic Policy Research (CEPR), London, UK.
Kogan, Leonid, Makarov, Igor and Uppal, Raman (2007) The equity risk premium and the riskfree rate in an economy with borrowing constraints. Mathematics and Financial Economics, 1 (1). pp. 1-19. ISSN 1862-9679
Rahi, Rohit (1995) Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65 (1). pp. 171-197. ISSN 1095-7235
Rahi, Rohit (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24 (2). pp. 137-146. ISSN 0304-4068
Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. .
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2006)
Arbitrage networks.
In: Decentralization Conference, 2006-04-06 - 2006-04-08, Paris, France.
(Submitted)
Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks. . Rohit Rahi and Jean-Pierre Zigrand, London, UK.
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2009)
Endogenous liquidity and contagion.
Financial Markets Group Discussion Papers (637).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2013)
Market quality and contagion in fragmented markets.
Systemic Risk Centre Discussion Papers (2).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Rahi, Rohit and Zigrand, Jean-Pierre (2009) Strategic financial innovation in segmented markets. Review of Financial Studies, 22 (8). pp. 2941-2971. ISSN 0893-9454
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2007)
Strategic financial innovation in segmented markets.
Financial Markets Group Discussion Papers (595).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2013)
Walrasian foundations for equilibria in segmented markets.
Systemic Risk Centre Discussion Papers (6).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity. . Rohit Rahi and Jean-Pierre Zigrand, London, UK.
Reis, Ricardo (2021) The constraint on public debt when r < g but g < m. BIS Working Papers (939). Bank for International Settlements, Basel, CH.
Reis, Ricardo (2021) The constraint on public debt when r < g but g < m. CEPR Press Discussion Paper (15950). Centre for Economic Policy Research (CEPR), London, UK.
Soner, H. Mete, Cetin, Umut and Touzi, Nizar (2010) Option hedging for small investors under liquidity costs. Finance and Stochastics, 14 (3). pp. 317-341. ISSN 0949-2984
Tsomocos, Dimitrios P. (2003) Equilibrium analysis, banking, contagion and financial fragility. Financial Markets Group Discussion Papers (450). Financial Markets Group, The London School of Economics and Political Science, London, UK.