Nº 22-10: Infrequent Random Portfolio Decisions in an Open Economy Model
P. Bacchetta, E. van Wincoop, E. R. Young
Working Papers
14. Jan. 2022
Nº 22-09: Non-Standard Errors
O. Bashchenko, F. Franzoni, M. Leippold, N. Mano, R. Mihet, P. Östberg, M. Pelli, O. Scaillet, N. Schürhoff
Working Papers
12. Jan. 2022
Nº 22-08: Tenant Industry Sector and European Listed Real Estate Performance
M. Hoesli, J. Muckenhaupt, B. Zhu
Working Papers
11. Jan. 2022
Nº 22-07: Sparse and Stable International Portfolio Optimization and Currency Risk Management
U. Ulrych, R. Burkhardt
Working Papers
10. Jan. 2022
Nº 22-06: Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics
T. Hens, F. Naebi
Working Papers
7. Jan. 2022
Nº 22-05: Evolutionary Finance for Multi-Asset Investors
T. Hens, M. Schnetzer
Working Papers
6. Jan. 2022
Nº 22-04: Strategic Complementarity and Substitutability of Investment Strategies
T. Hens, N. Doskov, K. R. Schenk-Hoppé
Working Papers
5. Jan. 2022
Nº 22-03: Accelerated American Option Pricing with Deep Neural Networks
U. Ulrych, D. Anderson
Working Papers
4. Jan. 2022
Nº 22-02: Sustainable Finance Literacy and the Determinants of Sustainable Investing
M. Leippold, M. Filippini, T. Wekhof
Working Papers
3. Jan. 2022
Nº 22-01: How Cheap Talk in Climate Disclosures Relates to Climate Initiatives, Corporate Emissions, and Reputation Risk
M. Leippold, J. a. Bingler, M. Kraus, N. Webersinke
Working Papers
2. Jan. 2022
Nº 21-97: Why Do Firms Issue Green Bonds?
J. Rochet, J. X. Daubanes, S. F. Mitali
Working Papers
20. Dez. 2021
Nº 21-96: A Model of Financial Bubbles and Drawdowns with Non-Local Behavioral Self-Referencing
D. Sornette, Y. Malevergne, R. Wei
Working Papers
17. Dez. 2021
Nº 21-95: Machine Learning for Predicting Stock Return Volatility
D. Filipović, A. Khalilzadeh
Working Papers
16. Dez. 2021
Nº 21-94: Bubbles for Fama from Sornette
D. Sornette, D. Zhao
Working Papers
15. Dez. 2021
Nº 21-93: Mean-Covariance Robust Risk Measurement
D. Filipović, V. A. Nguyen, S.Shafieezadeh-Abadeh, D. Kuhn
Working Papers
14. Dez. 2021