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Sergei Isaenko

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This is information that was supplied by Sergei Isaenko in registering through RePEc. If you are Sergei Isaenko , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sergei
Middle Name:
Last Name: Isaenko
Suffix:

RePEc Short-ID: pis33

Email:
Homepage: http://jmsb.concordia.ca/~sisaenko/
Postal Address:
Phone:

Affiliation

Department of Economics
Concordia University
Location: Montréal, Canada
Homepage: http://artsandscience1.concordia.ca/economics/
Email:
Phone: (514) 848-3900
Fax: (514) 848-4536
Postal: 1455, de Maisonneuve Blvd, Montréal, Québec, H3G 1M8
Handle: RePEc:edi:deconca (more details at EDIRC)

Works

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Working papers

  1. Domenico Cuoco & Hua He & Sergei Isaenko, 2004. "Optimal Dynamic Trading Strategies with Risk Limits," Yale School of Management Working Papers amz2567, Yale School of Management.

Articles

  1. Isaenko, Sergei, 2010. "Portfolio choice under transitory price impact," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2375-2389, November.
  2. Isaenko, Sergei, 2008. "The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 457-481, August.
  3. Sergei Isaenko, 2008. "On the super-replicating approach when trading a derivative is limited," Quantitative Finance, Taylor & Francis Journals, vol. 8(3), pages 285-297.
  4. Sergey Isaenko, 2007. "Dynamic Equilibrium with Overpriced Put Options," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(1), pages 1-26, 02.

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