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This paper studies optimal contract design in private market investing, focusing on internal decision making in venture capital and private equity firms. A principal relies on an agent who privately exerts costly due diligence effort and…

Computer Science and Game Theory · Computer Science 2025-12-23 Jussi Keppo , Yingkai Li

Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…

Optimization and Control · Mathematics 2021-06-25 Sushil Mahavir Varma , Francisco Castro , Siva Theja Maguluri

We study optimal investment in an asset subject to risk of default for investors that rely on different levels of information. The price dynamics can include noises both from a Wiener process and a Poisson random measure with infinite…

Pricing of Securities · Quantitative Finance 2013-12-23 Giulia Di Nunno , Steffen Sjursen

This paper studies the optimal investment problem with random endowment in an inventory-based price impact model with competitive market makers. Our goal is to analyze how price impact affects optimal policies, as well as both pricing rules…

Mathematical Finance · Quantitative Finance 2018-12-10 Michail Anthropelos , Scott Robertson , Konstantinos Spiliopoulos

Consider two insurance companies (or two branches of the same company) that receive premiums at different rates and then split the amount they pay in fixed proportions for each claim (for simplicity we assume that they are equal). We model…

General Finance · Quantitative Finance 2011-02-14 Irmina Czarna , Zbigniew Palmowski

We study the effects of a significant design and policy change at a major ridesharing platform that altered both provider earnings and platform transparency, examining how it affected outcomes for drivers, riders, and the platform, and…

General Economics · Economics 2026-02-11 Rubing Li , Xiao Liu , Arun Sundararajan

Herding, where investors imitate others' decisions rather than relying on their own analysis, is a prevalent phenomenon in financial markets. Excessive herding distorts rational decisions, amplifies volatility, and can be exploited by…

Mathematical Finance · Quantitative Finance 2026-04-14 Huisheng Wang , H. Vicky Zhao

We study the problem of optimal risk policies and dividend strategies for an insurance company operating under the constraint that the timing of shareholder payouts is governed by the arrival times of a Poisson process. Concurrently, risk…

Optimization and Control · Mathematics 2025-02-19 Mark Kelbert , Harold A. Moreno-Franco

Dynamic, risk-based pricing can systematically exclude vulnerable consumer groups from essential resources such as health insurance and consumer credit. We show that a regulator can realign private incentives with social objectives through…

Artificial Intelligence · Computer Science 2025-06-05 Jesse Thibodeau , Hadi Nekoei , Afaf Taïk , Janarthanan Rajendran , Golnoosh Farnadi

This paper examines how regulatory interventions in high-frequency financial markets affect price discovery. We focus on Breaking news, where dynamic circuit breakers trigger trading halts immediately after the release of macroeconomic…

Econometrics · Economics 2026-03-25 Lars Winkelmann , Wenying Yao

We propose a deep learning approach to study the minimal variance pricing and hedging problem in an incomplete jump diffusion market. It is based upon a rigorous stochastic calculus derivation of the optimal hedging portfolio, optimal…

Trading and Market Microstructure · Quantitative Finance 2024-07-19 Nacira Agram , Bernt Øksendal , Jan Rems

In this paper we study the optimal investment and reinsurance problem of an insurance company whose investment preferences are described via a forward dynamic exponential utility in a regime-switching market model. Financial and actuarial…

Portfolio Management · Quantitative Finance 2021-06-29 Katia Colaneri , Alessandra Cretarola , Benedetta Salterini

Transaction costs and regime shifts are major reasons why paper portfolios fail in live trading. We introduce FR-LUX (Friction-aware, Regime-conditioned Learning under eXecution costs), a reinforcement learning framework that learns…

Trading and Market Microstructure · Quantitative Finance 2025-10-06 Jian'an Zhang

This paper considers an insurer with two collaborating business lines that faces three critical decisions: (1) dividend payout, (2) reinsurance coverage, and (3) capital injection between the lines, in the presence of model uncertainty. The…

Optimization and Control · Mathematics 2026-03-27 Tim J. Boonen , Engel John C. Dela Vega , Len Patrick Dominic M. Garces

Extant literature on fair pricing methods for actuarial contexts has primarily focused on the regression setting. While such approaches are well-suited to short-term products, it is unclear how they generalize to long-term products, whose…

Pricing of Securities · Quantitative Finance 2026-02-05 Hong Beng Lim , Mengyi Xu , Kenneth Q. Zhou

In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…

Optimization and Control · Mathematics 2025-09-04 Siyu Lv , Zhen Wu , Jie Xiong , Xin Zhang

Feed in tariff (FiT) is one of the most efficient ways that many governments throughout the world use to stimulate investment in renewable energies (REs) technology. For governments, financial management of the policy is very challenging as…

General Finance · Quantitative Finance 2019-07-26 Milad Mousavian H. , Hamed Shakouri G. , Alinaghi Mashayekhi , Aliyeh Kazemi

Transition risk can be defined as the business-risk related to the enactment of green policies, aimed at driving the society towards a sustainable and low-carbon economy. In particular, the value of certain firms' assets can be lower…

Pricing of Securities · Quantitative Finance 2023-03-23 Giulia Livieri , Davide Radi , Elia Smaniotto

A dynamical system is said to undergo rate-induced tipping when it fails to track its quasi-equilibrium state due to an above-critical-rate change of system parameters. We study a prototypical model for rate-induced tipping, the saddle-node…

Dynamical Systems · Mathematics 2016-10-12 Paul Ritchie , Jan Sieber

Market participants regularly send bid and ask quotes to exchange-operated limit order books. This creates an optimization challenge where their potential profit is determined by their quoted price and how often their orders are…

Mathematical Finance · Quantitative Finance 2025-04-16 Chutian Ma , Giacinto Paolo Saggese , Paul Smith