Agostino Capponi

  1. Title:
    Dynamic Investment Under Counter-Party Risk

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  2. Title:
    Robo-Advising: Modeling, Learning, and Mathematical Challenges

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  3. Title:
    Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability

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  4. Title:
    Intraday Market Making with Overnight Inventory Costs

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  5. Title:
    Asset Value Dynamics in Centrally Cleared Networks

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  6. Title:
    A Continuous Time Framework for Sequential Goals Investment Management

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