3 citations · 3 across the 1 of their papers we have counts for
2 papers
q-fin.GN2020★ 3 cited
An Equilibrium Model for the Cross-Section of Liquidity Premia
Johannes Muhle-Karbe, Xiaofei Shi, Chen Yang
We study a risk-sharing economy where an arbitrary number of heterogenous agents trades an arbitrary number of risky assets subject to quadratic transaction costs. For linear state…
eess.SP2018
Multi-Array 5G V2V Relative Positioning: Performance Bounds
Anastasios Kakkavas, Mario H. Castañeda García, Richard A. Stirling-Gallacher +1
We study the performance bounds of vehicle-to-vehicle (V2V) relative positioning for vehicles with multiple antenna arrays. The Cramér-Rao bound for the estimation of the relative…