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Mariana Khapko

Assistant Professor of Finance. Mariana.khapko@rotman.utoronto.ca. Should Investors Learn about the Timing of Equity Risk? Journal of Financial Economics (Forthcoming). Co-authors: Michael Hasler and Roberto Marfe. On Time Inconsistent Stochastic Control In Continuous Time. 2017), vol. 21, issue 2, pp. 331-360. Co-authors: Tomas Björk and Agatha Murgoci. Asset Pricing with Dynamically Inconsistent Agents. New version coming soon). Liquidity with High-Frequency Market Making.

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Mariana Khapko | marianakhapko.com Reviews

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Assistant Professor of Finance. Mariana.khapko@rotman.utoronto.ca. Should Investors Learn about the Timing of Equity Risk? Journal of Financial Economics (Forthcoming). Co-authors: Michael Hasler and Roberto Marfe. On Time Inconsistent Stochastic Control In Continuous Time. 2017), vol. 21, issue 2, pp. 331-360. Co-authors: Tomas Björk and Agatha Murgoci. Asset Pricing with Dynamically Inconsistent Agents. New version coming soon). Liquidity with High-Frequency Market Making.

<META> KEYWORDS

1 mariana khapko

2 university of toronto

3 research

4 publications

5 finance and stochastics

6 working papers

7 smart settlement

8 co author

9 marius zoican

10 appendix

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Mariana Khapko | marianakhapko.com Reviews

https://marianakhapko.com

Assistant Professor of Finance. Mariana.khapko@rotman.utoronto.ca. Should Investors Learn about the Timing of Equity Risk? Journal of Financial Economics (Forthcoming). Co-authors: Michael Hasler and Roberto Marfe. On Time Inconsistent Stochastic Control In Continuous Time. 2017), vol. 21, issue 2, pp. 331-360. Co-authors: Tomas Björk and Agatha Murgoci. Asset Pricing with Dynamically Inconsistent Agents. New version coming soon). Liquidity with High-Frequency Market Making.

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Recent site activity - Mariana Khapko

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Assistant Professor of Finance. Mariana.Khapko@rotman.utoronto.ca. Dec 7, 2016, 5:26 AM. Mariana Khapko edited Research. Dec 6, 2016, 4:48 PM. Mariana Khapko edited Research. Dec 6, 2016, 4:47 PM. Mariana Khapko edited Research. Dec 6, 2016, 4:45 PM. Mariana Khapko edited Research. Dec 6, 2016, 4:44 PM. Mariana Khapko edited Research. Dec 6, 2016, 4:42 PM. Mariana Khapko attached ControlPaper.pdf. Dec 6, 2016, 3:16 PM. Mariana Khapko edited Research. Dec 6, 2016, 3:15 PM. Mariana Khapko edited Research.

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Assistant Professor of Finance. Mariana.Khapko@rotman.utoronto.ca.

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Mariana Khapko

Assistant Professor of Finance. Mariana.khapko@rotman.utoronto.ca. Should Investors Learn about the Timing of Equity Risk? Journal of Financial Economics (Forthcoming). Co-authors: Michael Hasler and Roberto Marfe. On Time Inconsistent Stochastic Control In Continuous Time. 2017), vol. 21, issue 2, pp. 331-360. Co-authors: Tomas Björk and Agatha Murgoci. Asset Pricing with Dynamically Inconsistent Agents. New version coming soon). Liquidity with High-Frequency Market Making.

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