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Kim Weston

10 papers hereh-index 559 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author1
  • last author5

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.MF8
  • math.PR1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20142026
most citedExistence of a Radner equilibrium in a model with transaction costs

14 citations · 31 across the 9 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

q-fin.MF2018

An incomplete equilibrium with a stochastic annuity

Kim Weston, Gordan Zitkovic

We prove the global existence of an incomplete, continuous-time finite-agent Radner equilibrium in which exponential agents optimize their expected utility over both running consum…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.