Record Details

Optimal Insider Strategy with Law Penalties

Revista Brasileira de Economia

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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