Georgy Chabakauri
4 published titles
Dynamic mean-variance asset allocation
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2009
- Details
Dynamic hedging in incomplete markets : a simple solution
(Contributor)
2 editions
- Centre for Economic Policy Research
- 2011
- Details
- Financial Markets Group, London School of Economics
- 2011
- Details
Aspect pricing with heterogeneous investors and portfolio constraints
1 edition
- Paul Woolley Centre for the Study of Capital Market Dysfunctionality, Financial Markets Group
- 2012
- Details
Securitized banking, assymmetric information, and financial crisis : regulating systemic risk away
(Contributor)
1 edition