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Iñaki Rodriguez Longarela

Universitetslektor

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Arbetar vid Företagsekonomiska institutionen
Telefon 08-16 46 58
E-post inaki.rodriguez.longarela@sbs.su.se
Besöksadress Kräftriket, hus 3, 7, 15 och 24
Rum 7:217A
Postadress Företagsekonomiska institutionen 106 91 Stockholm

Publikationer

I urval från Stockholms universitets publikationsdatabas
  • 2017. Iñaki R. Longarela. Work, Employment and Society

    This research agenda outlines possible routes to pursue an explanation of vertical gender segregation. The analysis emphasizes the expanding opportunities brought about by a combination of Big Data and public policies, like gender quotas, and uncovers important challenges for which possible solutions are offered. Experimental work is likely to remain very useful in the pursuit of answers to this asymmetric gender presence.

  • 2016. Inaki R. Longarela. Management science 62 (12), 3549-3554

    In this paper, the set of all second-order stochastic dominance (SSD)-efficient portfolios is characterized by using a series of mixed-integer linear constraints. Our derivation employs a combination of the first-order conditions of the utility maximization problem together with a judicious use of binary variables. This result opens the door to the formulation of optimizations whose objective function is free to select a particular portfolio out of the entire SSD-efficient set.

  • 2015. Inaki R. Longarela, Silvia Mayoral. Journal of Banking & Finance 55, 23-36

    In an arbitrage-free economy with non-zero bid-ask spreads the existence of payoffs whose price is lower than the price of a dominated payoff cannot be discarded in general. However, when the former price corresponds to trivial portfolios which involve buying or selling one unit of the basis assets, its presence, although not an arbitrage, is a severe market anomaly which we refer to as an inefficient quote. In an empirical study, we report evidence that indicates that in options markets both the frequency and the magnitude of these anomalies are substantial and we document puzzling patterns in their behavior.

Visa alla publikationer av Iñaki Rodriguez Longarela vid Stockholms universitet

Senast uppdaterad: 27 augusti 2017

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