Mariana Khapko

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 3

Top Topics

Operations Management

Infinite Horizon

Stochastic Control

Top Venues

Finance Stochastics

Publications

Michael Hasler, Mariana Khapko
Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity. Manag. Sci. 69 (9) (2023)
Mariana Khapko, Marius Zoican
How Fast Should Trades Settle? Manag. Sci. 66 (10) (2020)
Tomas Björk, Mariana Khapko, Agatha Murgoci
On time-inconsistent stochastic control in continuous time. Finance Stochastics 21 (2) (2017)