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Student portfolios and the college admissions problem

Chade, Hector; Lewis, Gregory; Smith, Lones - In: The review of economic studies 81 (2014) 3, pp. 971-1002

Persistent link: https://www.econbiz.de/10010485038

Student Portfolios and the College Admissions Problem

Chade, Hector; Lewis, Gregory; Smith, Lones - 2013

We develop a decentralized Bayesian model of college admissions with two ranked colleges, heterogeneous students and … two realistic match frictions: students find it costly to apply to college, and college evaluations of their applications … is uncertain. Students thus face a portfolio choice problem in their application decision, while colleges choose …

Persistent link: https://www.econbiz.de/10014209922

The investment side of college savings

Vasilenko, Alexey - 2021

This paper empirically studies how college savings motives affect household stock market participation. More than 65% of households saving for college allocate at least a portion of their college savings to stocks, which are also the most popular class of risky assets for college savings...

Persistent link: https://www.econbiz.de/10012886297

Does the Portfolio Allocation of College Savings Matter for College Attendance and Student Debt?

Vasilenko, Alexey - 2023

attending a four-year college and lower student debt. The effect is more pronounced for students who receive less financial aid …

Persistent link: https://www.econbiz.de/10014254683

Optimal Allocation of Limited Funds in Quadratic Funding

Pasquini, Ricardo - 2022

We examine the allocation of a limited pool of matching funds to public good projects using Quadratic Funding. In particular, we consider a variation of the Capital Constrained Quadratic Funding (CQF) mechanism proposed by Buterin, Hitzig and Weyl (2019) where only funds in the matching pool are...

Persistent link: https://www.econbiz.de/10014079598

Siphoned Apart : A Portfolio Perspective on Order Flow Fragmentation

Baldauf, Markus; Mollner, Joshua; Yueshen, Bart Z. - 2022

We study liquidity provision in fragmented markets. Market makers intermediate heterogeneous order flows, trading off expected spread revenue and inventory costs. Portfolio considerations to diversify inventory risk reveal that market makers have an incentive to siphon certain orders, thus...

Persistent link: https://www.econbiz.de/10013403634

Model-Free Hedging of Impermanent Loss in Geometric Mean Market Makers

Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus - 2023

We consider Geometric Mean Market Makers – a special type of Decentralized Exchange – with two types of users: liquidity takers and arbitrageurs. Liquidity takers trade at prices that can create arbitrage opportunities, while arbitrageurs align the exchange’s price with the external market...

Persistent link: https://www.econbiz.de/10014355764

Human capital risk and portfolio choices : evidence from university admission discontinuities

D'Astous, Philippe; Shore, Stephen H. - In: Journal of financial economics 154 (2024), pp. 1-36

Persistent link: https://www.econbiz.de/10015072086

Don't put all of your alums in one basket : college admissions decisions as a portfolio choice problem

Dahl, Logan; Johnson, Daniel K. N. - In: International journal of financial research 7 (2016) 4, pp. 175-179

Persistent link: https://www.econbiz.de/10011578946

Equipping students with advanced excel skills in the classroom-building flexible, robust, and self-adaptive financial models

Zhang, Chengping - In: Journal of financial education 46 (2020) 2, pp. 315-330

Persistent link: https://www.econbiz.de/10014367180

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