Cecilia Parlatore

Cecilia Parlatore

Institution

NYU Stern

PhD Year

2014

Phone

212-998-0171

Email

cparlato@stern.nyu.edu

FTG Membership

Member

Website

http://www.ceciliaparlatore.com

Featured Work

Sep 25, 2023

Cecilia Parlatore, Thomas Philippon | Working Paper No. 00074-01

Designing Stress Scenarios

We study the optimal design of stress scenarios. A principal manages the unknown risk exposures of agents by asking them to report losses under hypothetical scenarios before taking remedial actions. We apply...


Apr 30, 2021

Cecilia Parlatore | Working Paper No. 00071-00

Strategic Fragmented Markets

We study the determinants of asset market fragmentation in a model with strategic investors that disagree about the value of an asset. Investors’ choices determine the market structure. Fragmented markets...