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Multiregional oligopoly with capacity constraints
Alsabah, Humoud; Bernard, Benjamin; Capponi, Agostino; … - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 4789-4808
Persistent link: https://www.econbiz.de/10012625023
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Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino; Glasserman, Paul; Weber, Marko - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
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Systemic influences on optimal equity-credit investment
Capponi, Agostino; Frei, Christoph - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
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A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu; Capponi, Agostino; Zhang, Hongzhong - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165