The Beneficial Ties between Hedge Funds and Financial Conglomerates
F. Franzoni, M. Giannetti
Roundups
8 fév. 2017
Intrinsic Risk Measure: The More Direct Path to the Acceptance Set
W. Farkas, A. Smirnow
Roundups
11 jan. 2017
Funding Shocks and Banks' Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Muliera, G. Schepens
Roundups
1 déc. 2016
The Choice of Valuation Techniques in Practice: Education versus Profession
K. Nyborg, L. Mukhlynina
Roundups
1 nov. 2016
Optimizing Replicating Portfolios for the Life Insurance Industry
K. Schmedders, M. Adelmann, L. Fernandez Arjona, J. Mayer
Roundups
3 oct. 2016
The Social Bubble Hypothesis: Why Economic Downturns Are Unavoidable
D. Sornette, S. Claudio Lera
Roundups
1 sept. 2016
Do Variance Aftereffects Distort Risk Perception?
T. Berrada, E. Payzan-LeNestour, B. W. Balleine, and J. Pearson
Roundups
1 août 2016
‘Too Interconnected to Fail’? Regulating Crucial Utilities
J. Rochet, G. Roger
Roundups
1 juil 2016
SFI Practitioner Roundups Magazine Summer 2016
D. Filipović, M. Habib, T. Hens, S. Malamud, L. Mancini, A. Plazzi, K. Schmedders
Roundups
30 juin 2016
Birds of a Feather—Do Hedge Fund Managers Flock Together?
A. Plazzi, M. Gerritzen, and J. C. Jackwerth
Roundups
1 juin 2016
Mean-Variance and the Carry Trade—An Ideal Match?
F. Ackermann, W. Pohl, K. Schmedders
Roundups
1 mai 2016
Do Mutual Fund Fees Reduce Investor Returns?
M. Habib, D. B. Johnsen
Roundups
1 avr. 2016
How Do ETFs Influence Financial Markets?
S. Malamud
Roundups
1 mars 2016
Is There "Swissness" in Investment Behavior?
T. Hens, K. Bachmann
Roundups
1 fév. 2016
Taming Volatility: A New Perspective on Variance Swaps
D. Filipović, L. Mancini, E. Gourier
Roundups
1 jan. 2016