Research
Publications in Refereed Journals
Entry-Deterring Agency, with Simon Loertscher, Games and Economic Behavior, 2020 (previous title: Predatory Platforms) (working paper version)
The Standard Market Risk Model of the Swiss Solvency Test: An Analytic Solution, Journal of Computational Finance, 2019 (working paper version, online appendix)
On the Effect of Aggregate Uncertainty on Certification Intermediaries’ Incentives to Distort Ratings, with Petra Loerke, European Economic Review, 2018 (working paper version), previous title: “Crises and Rating Agencies”
A Search Model of Rental Markets: Who Should Pay the Commission?, with Chengsi Wang, International Journal of Industrial Organization, 2018 (working paper version)
Solvency II Reporting: How to Interpret Funds’ Aggregate SCR Figures, with Balazs Mezofi, Daniel Niedermayer, and Balazs Suli, Insurance: Mathematics and Economics, 2017 (working paper version)
Does a Platform Monopolist Want Competition?, Review of Network Economics, 2016 (working paper version)
For-Profit Search Platforms, with Art Shneyerov, International Economic Review, 2014, (Supplemental Appendix) (working paper version)
This paper is on the reading list of Jean Tirole’s “Topics in Industrial Organization” course at TSE.
On Platforms, Incomplete Contracts, and Open Source Software, International Journal of Industrial Organization, 2013 (working paper version)
Breaking Up a Research Consortium, with Jianjun Wu, International Journal of Industrial Organization, 2013 (working paper version)
Handbooks Chapters
“Applying Markowitz’s Critical Line Algorithm”, with Daniel Niedermayer, 2010, “Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques” edited by John Guerard, London: Springer (working paper version, provided software)
Working Papers
Rational Panic Purchases, 2022, SSRN Working Paper
An Optimal Pricing Theory of Transaction Fees in Thin Markets, 2023, with Simon Loertscher, revise & resubmit, RAND Journal of Economics
Foreclosure Auctions, 2023, with Art Shneyerov and Pai Xu, revised & resubmitted, RAND Journal of Economics
Percentage Fees in Thin Markets: An Empirical Perspective, 2023, with Simon Loertscher, Online Supplement, revise & resubmit American Economic Journal: Microeconomics
Competitive Non-linear Pricing: Evidence from the French Automobile Market, 2016, with Isis Durrmeyer and Art Shneyerov
Career Concerns and Career Choice, 2015, with Marc Blatter
Work In Progress
Identification and Estimation of Collusion in English Auctions in the Presence of Unobserved Heterogeneity (with Vadim Marmer)