Data, digital risks, and financial markets
Abstract/Contents
- Abstract
- Big data and pervasive digitization have transformed both the risks corporations face and the methods used to insure against them. What does this mean for the existence and efficiency of markets for risk-sharing and speculation? In my dissertation, Data, Digital Risks, and Financial Markets, I model algorithmic approaches, data dimensionality, and novel hazards to modernize our understanding of insurability, information aggregation, and optimal regulation in financial markets. The dissertation consists of three chapters. The first chapter (joint work with Yilin (David) Yang) studies the equilibrium coexistence, in financial markets, of traders using high-dimensional datasets and algorithmic strategies. The second chapter describes the extent to which insurance in markets for new or nonstationary risks exists and when government data policy can help. The third chapter argues how insurance availability might actually worsen ransomware, a pressing new cyberrisk, and presents sublimit caps as a practical regulatory measure.
Description
| Type of resource | text |
|---|---|
| Form | electronic resource; remote; computer; online resource |
| Extent | 1 online resource. |
| Place | California |
| Place | [Stanford, California] |
| Publisher | [Stanford University] |
| Copyright date | 2022; ©2022 |
| Publication date | 2022; 2022 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Author | Balasubramanian, Anirudha |
|---|---|
| Degree supervisor | Ostrovsky, Michael |
| Thesis advisor | Ostrovsky, Michael |
| Thesis advisor | Reiss, Peter C. (Peter Clemens) |
| Thesis advisor | Skrzypacz, Andrzej, 1973- |
| Degree committee member | Reiss, Peter C. (Peter Clemens) |
| Degree committee member | Skrzypacz, Andrzej, 1973- |
| Associated with | Stanford University, Graduate School of Business |
Subjects
| Genre | Theses |
|---|---|
| Genre | Text |
Bibliographic information
| Statement of responsibility | Anirudha Balasubramanian. |
|---|---|
| Note | Submitted to the Graduate School of Business. |
| Thesis | Thesis Ph.D. Stanford University 2022. |
| Location | https://purl.stanford.edu/kx043cr2945 |
Access conditions
- Copyright
- © 2022 by Anirudha Balasubramanian
- License
- This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).
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