Work in progress
Optimal Asset Management Contract When the Manager's Quality is Unknown
This paper develops a dynamic contracting model in the asset management context where capital inflows and outflows are determined endogenously.
Dynamic Noisy Signaling in Continuous Time
This paper analyzes optimal signaling model in a continuous time setting. I show that optimal signaling effort is an S-shape function in the belief about the agent's type. Closed form solutions are obtained when effort is discrete. Numerical solutions using Python are provided when effort is continuous.
Monitoring by equity and debt markets: How do they interact?
Optimal capital buffers, with Anjan Thakor
Loss Sequencing in Banking Network: Threatened Banks as Strategic Dominoes, with Ngoc-Khanh Tran and Richard Zeckhauser
The SL_3 colored Jones polynomial of the trefoil (with S. Garoufalidis and H. Morton), Proceedings of the AMS, (2012).
Alternating knots, planar graphs and q-series, (with S. Garoufalidis), The Ramanujan Journal, (2015).
Flag algebras and the stable coefficients of the Jones polynomial (with S. Norin and S. Garoufalidis), European J. Combinatorics (2015).
Stability of the colored Jones function of Torus Knots (with S. Garoufalidis), Topology Preceedings (2017).