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This paper characterizes the equilibrium in a continuous time financial market populated by heterogeneous agents who differ in their rate of relative risk aversion and face convex portfolio constraints. The model is studied in an…

General Finance · Quantitative Finance 2018-06-19 Tyler Abbot

The generic case of pensions fund that it is not sufficiently auto financed and it is thoroughly maintained with an external financing effort is considered in this chapter. To represent the unrestricted reserves value process of this kind…

Pricing of Securities · Quantitative Finance 2022-03-21 Manuel Alberto M. Ferreira

We examine the statistical properties of a closed monetary economy with multi-aggregates interactions. Building upon Yakovenko's single-agent monetary model (Dragulescu and Yakovenko, 2000), we investigate the joint equilibrium distribution…

Theoretical Economics · Economics 2024-01-19 Andrea Monaco , Matteo Ghio , Adamaria Perrotta

We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. By means of techniques borrowed from statistical physics we show that the correlation among bonds depends strongly on the maturity and…

Statistical Mechanics · Physics 2008-12-10 M. Bernaschi , L. Grilli , L. Marangio , S. Succi , D. Vergni

We study the impact of contagion in a network of firms facing credit risk. We describe an intensity based model where the homogeneity assumption is broken by introducing a random environment that makes it possible to take into account the…

Risk Management · Quantitative Finance 2008-12-02 Paolo Dai Pra , Marco Tolotti

We discuss the stationary states of a model economy in which $N$ heterogeneous adaptive consumers purchase commodity bundles repeatedly from $P$ sellers. The system undergoes a transition from an inefficient to an efficient state as the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Andrea De Martino , Matteo Marsili

We study a common-pool resource game where the resource experiences failure with a probability that grows with the aggregate investment in the resource. To capture decision making under such uncertainty, we model each player's risk…

Computer Science and Game Theory · Computer Science 2016-07-04 Ashish R. Hota , Siddharth Garg , Shreyas Sundaram

In this paper, both dynamic mean-variance portfolio selection problems and dynamic variance hedging problems are discussed under non-Markovian framework. Explicit closed-loop equilibrium strategies of these problems are respectively…

Optimization and Control · Mathematics 2018-02-06 Tianxiao Wang

This paper investigates the causal relationship between income shocks during the first years of life and adulthood mortality due to specific causes of death. Using all death records in the United States during 1968-2004 for individuals who…

General Economics · Economics 2021-02-09 Hamid NoghaniBehambari , Farzaneh Noghani , Nahid Tavassoli

We address the problem of using observational data to estimate peer contagion effects, the influence of treatments applied to individuals in a network on the outcomes of their neighbors. A main challenge to such estimation is that homophily…

Social and Information Networks · Computer Science 2022-05-18 Irina Cristali , Victor Veitch

We present a revealed preference characterization of marital stability where some couples are committed. A couple is committed if they can divorce only with mutual consent. We provide theoretical insights into the potential of the…

General Economics · Economics 2024-09-04 Mikhail Freer , Khushboo Surana

This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap. Although swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as longevity caps, also provide…

Computational Finance · Quantitative Finance 2015-08-04 Man Chung Fung , Katja Ignatieva , Michael Sherris

This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends continuously in time. The dividends are observed by the…

General Finance · Quantitative Finance 2009-07-29 A. A. Brown

We study the fixation probability of a mutant type when introduced into a resident population. As opposed to the usual assumption of constant pop- ulation size, we allow for stochastically varying population sizes. This is implemented by a…

Populations and Evolution · Quantitative Biology 2018-06-08 Peter Czuppon , Arne Traulsen

In this paper,we study the individual's optimal retirement time and optimal consumption under habitual persistence. Because the individual feels equally satisfied with a lower habitual level and is more reluctant to change the habitual…

Mathematical Finance · Quantitative Finance 2021-04-01 Lin He , Zongxia Liang , Yilun Song , Qi Ye

In mutual fund, an investment adviser gives advice to clients about investing in securities such as stocks, bonds, mutual funds, or exchange traded funds. Some investment advisers manage portfolios of securities. In this paper, we analyze…

General Finance · Quantitative Finance 2018-07-18 Gayatri Pradhan

Demographic changes increase the necessity to base the pension system more and more on the second and the third pillar, namely the occupational and private pension plans; this paper deals with Target Date Funds (TDFs), which are a typical…

Portfolio Management · Quantitative Finance 2021-04-20 Frank Bosserhoff , An Chen , Nils Sorensen , Mitja Stadje

We determine the optimal amount of life insurance for a household of two wage earners. We consider the simple case of exponential utility, thereby removing wealth as a factor in buying life insurance, while retaining the relationship among…

Portfolio Management · Quantitative Finance 2013-06-28 Erhan Bayraktar , Virginia R. Young

Conserved-charge densities are very special observables in quantum many-body systems as, by construction, they encode information about the dynamics. Therefore, their evolution is expected to be of much simpler interpretation than that of…

Statistical Mechanics · Physics 2024-05-30 Bruno Bertini , Katja Klobas , Mario Collura , Pasquale Calabrese , Colin Rylands

Using a semi-structural approach, the paper identifies how heterogeneity and financial frictions affect the transmission of aggregate shocks. Approximating a heterogeneous agent model around the representative agent allocation can…

General Economics · Economics 2020-07-29 Andreas Tryphonides
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