Kristoffer Glover
Personal Details
First Name: | Kristoffer |
Middle Name: | |
Last Name: | Glover |
Suffix: | |
RePEc Short-ID: | pgl29 |
[This author has chosen not to make the email address public] | |
https://profiles.uts.edu.au/kristoffer.glover | |
Terminal Degree: | Business School; University of Technology Sydney (from RePEc Genealogy) |
Affiliation
Finance Discipline Group
Business School
University of Technology Sydney
Sydney, Australiahttp://www.business.uts.edu.au/finance/
RePEc:edi:sfutsau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Kristoffer Glover & Hardy Hulley, 2019.
"Short Selling with Margin Risk and Recall Risk,"
Papers
1903.11804, arXiv.org.
- Kristoffer Glover & Hardy Hulley, 2022. "Short Selling With Margin Risk And Recall Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(02), pages 1-33, March.
- Kristoffer Glover, 2019. "With or without replacement? Sampling uncertainty in Shepp's urn scheme," Papers 1911.11971, arXiv.org, revised Mar 2022.
- Tiziano De Angelis & Erik Ekstrom & Kristoffer Glover, 2018.
"Dynkin games with incomplete and asymmetric information,"
Papers
1810.07674, arXiv.org, revised Jul 2020.
- Tiziano De Angelis & Erik Ekström & Kristoffer Glover, 2022. "Dynkin Games with Incomplete and Asymmetric Information," Mathematics of Operations Research, INFORMS, vol. 47(1), pages 560-586, February.
- Marta Leniec & Kristoffer Glover & Erik Ekström, 2017. "Dynkin games with heterogeneous beliefs," Published Paper Series 2017-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Kristoffer Glover & Hardy Hulley, 2014. "Optimal prediction of the last-passage time of a transient diffusion," Published Paper Series 2014-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Kristoffer Glover & Gerhard Hambusch, 2013.
"The Trade-off Theory Revisited: On the Effect of Operating Leverage,"
Research Paper Series
329, Quantitative Finance Research Centre, University of Technology, Sydney.
- Kristoffer J. Glover & Gerhard Hambusch, 2014. "The trade-off theory revisited: on the effect of operating leverage," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 10(1), pages 2-22, January.
- Dirk G Baur & Kristoffer Glover, 2012. "A Gold Bubble?," Working Paper Series 175, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Dirk G Baur & Kristoffer Glover, 2012. "The Destruction of a Safe Haven Asset?," Working Paper Series 174, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Kristoffer Glover & Gerhard Hambusch, 2012. "Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting," Research Paper Series 314, Quantitative Finance Research Centre, University of Technology, Sydney.
- Kristoffer Glover & Hardy Hulley & Goran Peskir, 2011. "Three-Dimensional Brownian Motion and the Golden Ratio Rule," Research Paper Series 295, Quantitative Finance Research Centre, University of Technology, Sydney.
- Kristoffer Glover & Goran Peskir & Farman Samee, 2010. "The British Russian Option," Research Paper Series 269, Quantitative Finance Research Centre, University of Technology, Sydney.
- Kristoffer Glover & Peter W Duck & David P Newton, 2010. "On nonlinear models of markets with finite liquidity: Some cautionary notes," Published Paper Series 2010-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Kristoffer Glover & Goran Peskir & Farman Samee, 2009. "The British Asian Option," Research Paper Series 249, Quantitative Finance Research Centre, University of Technology, Sydney.
Articles
- Kristoffer Glover & Goran Peskir, 2024. "Quickest Detection Problems for Ornstein–Uhlenbeck Processes," Mathematics of Operations Research, INFORMS, vol. 49(2), pages 1045-1064, May.
- Kristoffer J. Glover & Paul V. Johnson & Geoffrey W. Evatt & Mingliang Cheng, 2023. "Capital ideas: optimal capital accumulation strategies for a bank and its regulator," The European Journal of Finance, Taylor & Francis Journals, vol. 29(18), pages 2075-2106, December.
- Tiziano De Angelis & Erik Ekström & Kristoffer Glover, 2022.
"Dynkin Games with Incomplete and Asymmetric Information,"
Mathematics of Operations Research, INFORMS, vol. 47(1), pages 560-586, February.
- Tiziano De Angelis & Erik Ekstrom & Kristoffer Glover, 2018. "Dynkin games with incomplete and asymmetric information," Papers 1810.07674, arXiv.org, revised Jul 2020.
- Kristoffer Glover & Hardy Hulley, 2022. "Financially constrained index futures arbitrage," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1688-1703, September.
- Kristoffer Glover & Hardy Hulley, 2022.
"Short Selling With Margin Risk And Recall Risk,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(02), pages 1-33, March.
- Kristoffer Glover & Hardy Hulley, 2019. "Short Selling with Margin Risk and Recall Risk," Papers 1903.11804, arXiv.org.
- Glover, Kristoffer, 2022. "Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 919-937.
- Glover, Kristoffer J. & Hambusch, Gerhard, 2016. "Leveraged investments and agency conflicts when cash flows are mean reverting," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 1-21.
- Baur, Dirk G. & Glover, Kristoffer J., 2015. "Speculative trading in the gold market," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 63-71.
- Baur, Dirk G. & Glover, Kristoffer J., 2014.
"Heterogeneous expectations in the gold market: Specification and estimation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 116-133.
RePEc:eme:ijmfpp:ijmf-03-2013-0034 is not listed on IDEAS
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-GTH: Game Theory (2) 2018-07-16 2018-11-12
- NEP-MIC: Microeconomics (2) 2018-07-16 2018-11-12
- NEP-CIS: Confederation of Independent States (1) 2010-02-27
- NEP-FMK: Financial Markets (1) 2019-04-01
- NEP-HPE: History and Philosophy of Economics (1) 2018-07-16
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Kristoffer Glover should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.