Rohit Rahi

Ph.D. in Economics, Stanford University (1993)                        

 

RESEARCH INTERESTS

  1. Finance: arbitrage in segmented markets; financial innovation and security design; asset pricing with asymmetric information.

  2. General equilibrium theory: incomplete markets; asymmetric information.

  3. Networks.



PUBLICATIONS

  1. Walrasian Foundations for Equilibria in Segmented Markets  Mathematics and Financial Economics, forthcoming (with Jean-Pierre Zigrand).

  2. Value of Information in Competitive Economies with Incomplete Markets  International Economic Review (2014), 55:57-81 (with Piero Gottardi).

  3. Risk Sharing and Retrading in Incomplete Markets  Economic Theory (2013), 54:287-304 (with Piero Gottardi).

  4. Strategic Financial Innovation in Segmented Markets  Review of Financial Studies (2009), 22:2941-2971 (with Jean-Pierre Zigrand).

  5. Informed Trading, Investment, and Welfare  Journal of Business (2003), 76:439-454 (with James Dow).

  6. Should Speculators be Taxed?  Journal of Business (2000), 73:89-107 (with James Dow).

  7. Information Revelation and Market Incompleteness  Review of Economic Studies (2000), 67:563-579 (with José M. Marín).

  8. Speculative Securities  Economic Theory (1999), 14:653-668 (with José M. Marín).

  9. Adverse Selection and Security Design  Review of Economic Studies (1996), 63:287-300.

  10. Financial Market Innovation and Security Design: An Introduction  Journal of Economic Theory (1995), 65:1-42 (with Darrell Duffie).

  11. Optimal Incomplete Markets with Asymmetric Information  Journal of Economic Theory (1995), 65:171-197.

  12. Partially Revealing Rational Expectations Equilibria with Nominal Assets  Journal of Mathematical Economics (1995), 24:137-146.



WORKING PAPERS

  1. Market Quality and Contagion in Fragmented Markets (with Jean-Pierre Zigrand).

  2. Arbitrage Networks (with Jean-Pierre Zigrand).

  3. Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information (with Piero Gottardi).



WORK IN PROGRESS

  1. Financial Innovation in Arbitrage Networks (with Jean-Pierre Zigrand).

  2. Welfare Analysis of Arbitrage Networks (with Jean-Pierre Zigrand).



PROFESSIONAL ACTIVITIES

  1. Member of the Editorial Board, Review of Economic Studies (1996-2005).



                                                                                                                         
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Associate Professor

Department of Finance

London School of Economics

Houghton Street, London WC2A 2AE, UK


Phone:  +44-(0)20-7955-7313 

E-mail:   r.rahi@lse.ac.uk

 

CV