Lakshithe Wagalath

De Vinci Research Center


Publications


Journal Articles

Lakshithe Wagalath, R. Cont

Institutional Investors and the Dependant Structure Of Asset Returns (Journal Article)

International Journal of Theoritical and Applied Finance, 19 (02), pp. 1650010-01 - 1650010-37 , 2016.

(BibTeX)

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Unpublished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Impact of large institutional investors on the dependence structure of asset returns (Unpublished)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Modeling the rebalancing slippage of leveraged exchange-traded funds (Unpublished)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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