Lakshithe Wagalath

De Vinci Research Center


Publications


Journal Articles

Lakshithe Wagalath, Rama Cont

Running for the exit: distressed selling and endogenous correlation in financial markets (Journal Article)

Mathematical finance, 23 (4), pp. 718-741, 2013.

(Abstract | Links | BibTeX)

Lakshithe Wagalath, Rama Cont

Fire sales forensics: measuring endogenous risk (Journal Article)

Mathematical finance, 2012.

(Abstract | Links | BibTeX)

Unpublished

Lakshithe Wagalath, Rama Cont

Impact of large institutional investors on the dependence structure of asset returns (Unpublished)

2014.

(Abstract | Links | BibTeX)

Lakshithe Wagalath

Modeling the rebalancing slippage of leveraged exchange-traded funds (Unpublished)

2013.

(Abstract | Links | BibTeX)




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