Concepedia

Matheus R. Grasselli

MR

20

Publications

591

Citations

16

H-Index

2000

Active since

Affiliations

McMaster University(Current)

King's College London

Matheus R. Grasselli is an author at McMaster University specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsMacroeconomicsEngineeringAsset PricingManagementOption PricingFinancial CrisisEconomic Analysis

Publications per year

2000–2021

20

Publications

20

An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility

Matheus R. Grasselli, B. Costa Lima · Mathematics and Financial Economics · 2012 · 73 citations

Empirical Finance, Economics, Asset Pricing +11

Risk aversion and block exercise of executive stock options

Matheus R. Grasselli, Vicky Henderson · Journal of Economic Dynamics and Control · 2008 · 66 citations

Option Pricing, Asset Pricing, Behavioral Decision Making +6

Testing a Goodwin model with general capital accumulation rate

Matheus R. Grasselli, Aditya Maheshwari · Metroeconomica · 2018 · 50 citations

Empirical Finance, Goodwin Model, Capital Accumulation Rate +16

INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES

Sara Biagini, Marco Frittelli, Matheus R. Grasselli · Mathematical Finance · 2010 · 42 citations · Full text

Convex Risk Measure, Engineering, Risk Management +9

ON THE UNIQUENESS OF THE CHENTSOV METRIC IN QUANTUM INFORMATION GEOMETRY

Matheus R. Grasselli, R. F. Streater · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2001 · 41 citations

Integral Geometry, Spectral Theory, Engineering +16

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