Optimal Insider Strategy with Law Penalties

Detalhes bibliográficos
Autor(a) principal: Fajardo,José
Data de Publicação: 2016
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Revista Brasileira de Economia (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402016000100031
Resumo: We study the optimal continuous trading strategy of an insider who is subject to the possibility of law penalties due to her illegal trading activity. Also, we discuss how to obtain the optimal penalty rule in order to maximize a welfare function.
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spelling Optimal Insider Strategy with Law PenaltiesInsider TradingLaw PenaltiesSocial WelfareWe study the optimal continuous trading strategy of an insider who is subject to the possibility of law penalties due to her illegal trading activity. Also, we discuss how to obtain the optimal penalty rule in order to maximize a welfare function.Fundação Getúlio Vargas2016-03-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402016000100031Revista Brasileira de Economia v.70 n.1 2016reponame:Revista Brasileira de Economia (Online)instname:Fundação Getulio Vargas (FGV)instacron:FGV10.5935/0034-7140.20160002info:eu-repo/semantics/openAccessFajardo,Joséeng2016-03-14T00:00:00Zoai:scielo:S0034-71402016000100031Revistahttp://bibliotecadigital.fgv.br/ojs/index.php/rbe/issue/archivehttps://old.scielo.br/oai/scielo-oai.php||rbe@fgv.br1806-91340034-7140opendoar:2016-03-14T00:00Revista Brasileira de Economia (Online) - Fundação Getulio Vargas (FGV)false
dc.title.none.fl_str_mv Optimal Insider Strategy with Law Penalties
title Optimal Insider Strategy with Law Penalties
spellingShingle Optimal Insider Strategy with Law Penalties
Fajardo,José
Insider Trading
Law Penalties
Social Welfare
title_short Optimal Insider Strategy with Law Penalties
title_full Optimal Insider Strategy with Law Penalties
title_fullStr Optimal Insider Strategy with Law Penalties
title_full_unstemmed Optimal Insider Strategy with Law Penalties
title_sort Optimal Insider Strategy with Law Penalties
author Fajardo,José
author_facet Fajardo,José
author_role author
dc.contributor.author.fl_str_mv Fajardo,José
dc.subject.por.fl_str_mv Insider Trading
Law Penalties
Social Welfare
topic Insider Trading
Law Penalties
Social Welfare
description We study the optimal continuous trading strategy of an insider who is subject to the possibility of law penalties due to her illegal trading activity. Also, we discuss how to obtain the optimal penalty rule in order to maximize a welfare function.
publishDate 2016
dc.date.none.fl_str_mv 2016-03-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402016000100031
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402016000100031
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.5935/0034-7140.20160002
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Fundação Getúlio Vargas
publisher.none.fl_str_mv Fundação Getúlio Vargas
dc.source.none.fl_str_mv Revista Brasileira de Economia v.70 n.1 2016
reponame:Revista Brasileira de Economia (Online)
instname:Fundação Getulio Vargas (FGV)
instacron:FGV
instname_str Fundação Getulio Vargas (FGV)
instacron_str FGV
institution FGV
reponame_str Revista Brasileira de Economia (Online)
collection Revista Brasileira de Economia (Online)
repository.name.fl_str_mv Revista Brasileira de Economia (Online) - Fundação Getulio Vargas (FGV)
repository.mail.fl_str_mv ||rbe@fgv.br
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