Mariana Khapko

University of Toronto — Canada

Economics, Econometrics and Finance · Social Sciences

9h-index551citations58works2.82yr avg
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Research Topics

Economic theories and models(26), Financial Markets and Investment Strategies(20), Stochastic processes and financial applications(17), Decision-Making and Behavioral Economics(12), Complex Systems and Time Series Analysis(10)

Publications58 total

Value Premium and Equity Term Structures of Value and Growth Firms
Management Science·2025
Gamified risk-taking
Journal of Behavioral and Experimental Finance·2025· 1 citedOpen Access
How do retail investors use order flow data?
SSRN Electronic Journal·2025Open Access
Trading Gamification and Investor Behavior
Management Science·2024· 16 cited
Gamified risk-taking
SSRN Electronic Journal·2024Open Access
Gamified Risk-Taking
SSRN Electronic Journal·2024Open Access
In memoriam: Tomas Björk (1947–2021)
Finance and Stochastics·2023Open Access
Asset pricing with dynamically inconsistent agents
Finance and Stochastics·2023· 1 citedOpen Access
Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity
Management Science·2022· 11 cited
Special Cases and Extensions
Springer finance·2021
Asymmetries and the Market for Put Options
SSRN Electronic Journal·2021· 4 citedOpen Access
Mean-Variance Control
Springer finance·2021· 1 cited
Time-Inconsistent Stopping Under Distorted Probabilities
Springer finance·2021· 1 cited
Optimal Consumption and Investment
Springer finance·2021· 2 cited
Mean-Variance Portfolios
Springer finance·2021· 1 cited
Optimal Stopping in Discrete Time
Springer finance·2021
Does gamified trading stimulate risk taking?
SSRN Electronic Journal·2021· 7 citedOpen Access
A Time-Inconsistent Equilibrium Model
Springer finance·2021
Time-Inconsistent Stopping in Continuous Time
Springer finance·2021· 1 cited
A Simple Equilibrium Model
Springer finance·2021
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Frequent Co-authors

Tomas Björk(26), Agatha Murgoci(26), Marius Zoican(10), Michael Hasler(7), Roberto Marfè(4), Philipp Chapkovski(4), Marlene Haas(2), Jungsuk Han(1), Albert S. Kyle(1), Ádám Faragó(1), Chayawat Ornthanalai(1), Raquel M. Gaspar(1), Roberto Marfè(1)