- Search
Search
- LoginAccess your ApplicationFor current applicantsOr learn more about our programmes and applyAccess MyINSEADFor current participants and alumni
Related Faculty

Miguel Sousa Lobo
Associate Professor of Decision Sciences
Journal Article
Brown D. B., Carlin B. I., Lobo M. S. (2010). Optimal Portfolio Liquidation with Distress Risk Management Science, 56(11), (pp1997-2014).
The authors analyze the problem of an investor who needs to unwind a portfolio in the face of recurring and uncertain liquidity needs, with a model that accounts for both
permanent and temporary price impact of trading.