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Author:

Pan, Jia

Title:

OPTIMAL INTERMEDIATED INVESTMENT IN A LIQUIDITY-DRIVEN BUSINESS CYCLE

Graduate Program:

Mathematics

Keywords:

dynamical programming
general equilibrium
infinite horizon
liquidity risk
banking
numerical algorithm

File:

Download mythesis.pdf

Committee Members:

Edward James Green, Committee Chair/Co-Chair
Jenny Li, Committee Chair/Co-Chair
Qiang Du, Committee Member
Ludmil Tomov Zikatanov, Committee Member
Ruilin Zhou, Committee Member