Search-and-Matching Financial Markets† Liquidity and Risk Management By Nicolae Gˆarleanu and Lasse Heje Pedersen* This paper provides a model of the interaction between risk-management practices and market

Source URL: docs.lhpedersen.com

• Economics
• Risk
• Actuarial science
• Risk management
• Mathematical finance
• Market liquidity
• Futures contract
• Liquidity risk
• Liquidity crisis
• Financial economics
• Financial risk
• Financial markets

Dynamic Portfolio Choice with Frictions∗ Nicolae Gˆarleanu and Lasse Heje Pedersen† March, 2014 Abstract We show that the optimal portfolio can be derived explicitly in a large class

Source URL: docs.lhpedersen.com

• Economics
• Finance
• Transaction cost
• Algorithmic trading
• Economic model
• Arbitrage
• Mathematical optimization
• Modern portfolio theory
• Mathematical finance
• Financial markets
• Financial economics

Structural analysis of human decorin dermatan sulfate by nanoelectrospray ionization quadrupole time-of-flight tandem mass spectrometry Florian Harja1, Corina Flangea2,3, Daniela G. Seidler4, Nicolae Dinca1, Eugen Sisu2

Source URL: www.bet2-soft.de

• Mass spectrometry
• Ion source
• Glycosaminoglycans
• Tandem mass spectrometry
• Chondroitin sulfate
• Decorin
• Time-of-flight mass spectrometry
• Proteoglycan
• Collision-induced dissociation
• Chemistry
• Laboratory techniques
• Analytical chemistry

Adverse Selection and the Required Return Nicolae Gaˆrleanu University of Pennsylvania Lasse Heje Pedersen New York University An important feature of financial markets is that securities are traded repeatedly by

Source URL: docs.lhpedersen.com

• Finance
• Stock market
• Financial risk
• Bid–offer spread
• Market maker
• Order
• Futures contract
• Market liquidity
• Dark liquidity
• Financial markets
• Financial economics
• Investment

Journal of Financial Economics[removed]–339 Securities lending, shorting, and pricing$ Darrell Duffiea, Nicolae Ga# rleanuc,*, Lasse Heje Pedersenb a b

Source URL: docs.lhpedersen.com

• Short selling
• Debt
• Credit
• Financial regulation
• Securities
• Securities lending
• Short
• Repurchase agreement
• Financial market
• Financial economics
• Finance
• Economics

Biomedical Mass Spectrometry Center Application of CSI-DIFF-MS software for identification of the best quantum chemical method for 2-, 3- and 4- nitrobenzophenone molecules and fragmentation ions Nicolae Dinca1, Ioan Opr

Source URL: www.bet2-soft.de

• PM3
• MINDO
• Spectroscopy
• Mass spectrum
• Austin Model 1
• Chemistry
• Mass spectrometry
• MNDO

Dynamic Portfolio Choice with Frictions: Appendix Nicolae Gˆarleanu and Lasse Heje Pedersen∗ March 26, 2014 ∗

Source URL: docs.lhpedersen.com

• Spectral theory of ordinary differential equations
• Spectral theory
• Operator theory
• Ordinary differential equations

THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 6 • DECEMBER[removed]Dynamic Trading with Predictable Returns and Transaction Costs ˆ NICOLAE GARLEANU

Source URL: docs.lhpedersen.com

• Economics
• Financial risk
• Mathematical finance
• Financial services
• Investment management
• Hyperbolic absolute risk aversion
• Hedge fund
• Modern portfolio theory
• Harry Markowitz
• Financial economics
• Investment
• Finance

Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman

Source URL: docs.lhpedersen.com

• Options
• Investment
• Black–Scholes
• Implied volatility
• Risk-neutral measure
• Forward contract
• Futures contract
• Stochastic volatility
• Volatility smile
• Financial economics
• Mathematical finance
• Finance

ACATISTUL SFANTULUI IERARH NICOLAE, ARHIEPISCOPUL MIRELOR LICHIEI ( 6 DECEMBRIE ) Rugaciunile incepatoare : In numele Tatalui si al Fiului si al Sfantului Duh, Amin.

Source URL: www.sfantulnicolae.info