Optimal Insider Strategy with Law Penalties
Revista Brasileira de Economia
View Archive InfoField | Value | |
Title |
Optimal Insider Strategy with Law Penalties
|
|
Creator |
Fajardo, Jose; Fundação Getulio Vargas/EBAPE
|
|
Subject |
Insider trading; Law Penalties
|
|
Description |
We study the optimal continuous trading strategy of an insider whois subject to the possibility of law penalties due to her illegaltrading activity. Also, we discuss how to obtain the optimal penaltyrule in order to maximize a welfare function.
|
|
Publisher |
Escola de Pós-Graduação em Economia da FGV
|
|
Contributor |
—
|
|
Date |
2016-03-30
|
|
Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Articles Artigos |
|
Format |
application/pdf
|
|
Identifier |
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/48324
|
|
Source |
Revista Brasileira de Economia; v. 70, n. 1 (2016): Jan-Mar; 31-40
Revista Brasileira de Economia; v. 70, n. 1 (2016): Jan-Mar; 31-40 0034-7140 0034-7140 |
|
Language |
por
|
|
Relation |
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/48324/58561
|
|
Rights |
Direitos autorais 2016 Revista Brasileira de Economia
|
|