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A multi-agent targeted trading equilibrium with transaction costs

Choi, Jin Hyuk , Duraj, Jetlir , Weston, Kim

Conference Paper Issue Date2023-11-03 View5
A multi-agent targeted trading equilibrium with transaction costs

Choi, Jin Hyuk , Duraj, Jetlir , Weston, Kim

Conference Paper Issue Date2023-06-08 View5
A Multi-agent Targeted Trading Equilibrium with Transaction Costs File

Choi, Jin Hyuk , Duraj, Jetlir , Weston, Kim

Article Issue Date2024-03 View5
A reputation game on cyber-security and cyber-risk calibration File

Choi, Jin Hyuk , Han, Kookyoung

Article Issue Date2022-04 View8
Asymmetric Information in Kyle Models

Choi, Jin Hyuk

Conference Paper Issue Date2019-06-10 View7
Asymptotic analysis for Merton's problem with transaction costs in power utility case File

Choi, Jin Hyuk

Article Issue Date2014-09 View1
Delegation of Information Acquisition, Information Asymmetry, and Outside Option File

Choi, Jin Hyuk , Han, Kookyoung

Article Issue Date2023-09 View5
Dynamic equilibrium framework in cyber-security game

Choi, Jin Hyuk

Conference Paper Issue Date2017-05-12 View3
Endogenous Noise Trackers in a Radner Equilibrium File

Choi, Jin Hyuk , Weston, Kim

Article Issue Date2022-10 View3
Equilibrium Effects of Intraday Order-Splitting Benchmarks File

Choi, Jin Hyuk , Larsen, Kasper , Seppi, Duane

Article Issue Date2021-03 View3
Information and trading targets in a dynamic market equilibrium File

Choi, Jin Hyuk , Larsen, Kasper , Seppi, Duane J.

Article Issue Date2019-06 View5
Information Asymmetry, Agency Costs, and Investment Timing

Choi, Jin Hyuk , Han, Kookyoung

Conference Paper Issue Date2021-12-03 View5
Optimal consumption and investment with liquid and illiquid assets File

Choi, Jin Hyuk

Article Issue Date2020-04 View6
Optimal contract for outsourcing information acquisition File

Choi, Jin Hyuk , Han, Kookyoung

Article Issue Date2020-10 View4
Optimal Investment in an Illiquid Market with Search Frictions and Transaction Costs File

Gang, Tae Ung , Choi, Jin Hyuk

Article Issue Date2023-08 View5
Optimal investment in illiquid market with search frictions and transaction costs

Gang, Tae Ung , Choi, Jin Hyuk

Conference Paper Issue Date2022-10-14 View5
Optimal Investment in Illiquid Market with Search Frictions and Transaction Costs

Choi, Jin Hyuk , Gang, Tae Ung

Conference Paper Issue Date2021-06-01 View2
Price impact in Nash equilibria File

Chen, Xiao , Choi, Jin Hyuk , Larsen, Kasper , Seppi, Duane J.

Article Issue Date2023-04 View9
Security defense against long-term and stealthy cyberattacks File

Han, Kookyoung , Choi, Jin Hyuk , Choi, Yunsik , Lee, Gene Moo , Whinston, Andrew B.

Article Issue Date2023-03 View5
SHADOW PRICES AND WELL-POSEDNESS IN THE PROBLEM OF OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS File

Choi, Jin Hyuk , Sirbu, Mihai , Zitkovic, Gordan

Article Issue Date2013 View5
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