Optimal Insider Strategy with Law Penalties

Detalhes bibliográficos
Autor(a) principal: Fajardo, Jose
Data de Publicação: 2016
Tipo de documento: Artigo
Idioma: por
Título da fonte: Revista Brasileira de Economia (Online)
Texto Completo: https://periodicos.fgv.br/rbe/article/view/48324
Resumo: 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.
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spelling Optimal Insider Strategy with Law PenaltiesInsider tradingLaw PenaltiesWe 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.EGV EPGE2016-03-30info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticlesArtigosapplication/pdfhttps://periodicos.fgv.br/rbe/article/view/48324Revista Brasileira de Economia; Vol. 70 No. 1 (2016): Jan-Mar; 31-40Revista Brasileira de Economia; v. 70 n. 1 (2016): Jan-Mar; 31-401806-91340034-7140reponame:Revista Brasileira de Economia (Online)instname:Fundação Getulio Vargas (FGV)instacron:FGVporhttps://periodicos.fgv.br/rbe/article/view/48324/58561Copyright (c) 2016 Revista Brasileira de Economiainfo:eu-repo/semantics/openAccessFajardo, Jose2016-12-15T19:39:42Zoai:ojs.periodicos.fgv.br:article/48324Revistahttps://periodicos.fgv.br/rbe/https://periodicos.fgv.br/rbe/oai||rbe@fgv.br1806-91340034-7140opendoar:2024-03-06T13:03:42.967758Revista Brasileira de Economia (Online) - Fundação Getulio Vargas (FGV)true
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, Jose
Insider trading
Law Penalties
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, Jose
author_facet Fajardo, Jose
author_role author
dc.contributor.author.fl_str_mv Fajardo, Jose
dc.subject.por.fl_str_mv Insider trading
Law Penalties
topic 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.
publishDate 2016
dc.date.none.fl_str_mv 2016-03-30
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Articles
Artigos
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://periodicos.fgv.br/rbe/article/view/48324
url https://periodicos.fgv.br/rbe/article/view/48324
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://periodicos.fgv.br/rbe/article/view/48324/58561
dc.rights.driver.fl_str_mv Copyright (c) 2016 Revista Brasileira de Economia
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2016 Revista Brasileira de Economia
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv EGV EPGE
publisher.none.fl_str_mv EGV EPGE
dc.source.none.fl_str_mv Revista Brasileira de Economia; Vol. 70 No. 1 (2016): Jan-Mar; 31-40
Revista Brasileira de Economia; v. 70 n. 1 (2016): Jan-Mar; 31-40
1806-9134
0034-7140
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
_version_ 1798943115225071616

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