Nº 20-22: Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects
O. Scaillet, Y. Jiang , C. Li, Y. Shen
Working Papers
18. Apr. 2020
Nº 20-21: Optimal Strategies for ESG Portfolios
E. Jondeau, F. Alessandrini
Working Papers
17. Apr. 2020
Nº 20-20: Bank Rollover Risk and Liquidity Supply Regimes
E. Jondeau, B. Mojon, J.-G. Sahuc
Working Papers
15. Apr. 2020
Nº 20-19: Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets
T. Hens, I. V. Evstigneev, V. Potapova, K. R. Schenk-Hoppé
Working Papers
8. Apr. 2020
Nº 20-18: Spanning Analysis of Stock Market Anomalies under Prospect Stochastic Dominance
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
7. Apr. 2020
Nº 20-17: Policy Announcement Design
S. Malamud, A. Cieslak, A. Schrimpf
Working Papers
24. März 2020
Nº 20-16: On-Site Inspecting Zombie Lending
S. Ongena
Working Papers
23. März 2020
Nº 20-15: Identifying Empty Creditors with a Shock and Microdata
S. Ongena, K. O'Flynn, H. Degryse, Y. Gündüz
Working Papers
20. März 2020
Nº 20-14: On the Fast Track: Information Acquisition Costs and Information Production
R. Michaely, D. Chen, Y. Ma, X. Martin
Working Papers
19. März 2020
Nº 20-13: Do Responsible Investors Invest Responsibly?
P. Krüger, R. Gibson, S. Glossner, P. Matos, T. Steffen
Working Papers
18. März 2020
Nº 20-12: Feverish Stock Price Reactions to COVID-19
A. Wagner, S. Ramelli
Working Papers
13. März 2020
Nº 20-11: Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing
W. Farkas, L. Mathys
Working Papers
12. März 2020
Nº 20-10: Deep Learning, Jumps, and Volatility Bursts
O. Bashchenko, A. Marchal
Working Papers
11. März 2020
Nº 20-09: How Integrated Are Corporate Bond and Stock Markets?
P. Sandulescu
Working Papers
9. März 2020
Nº 20-08: Deep Learning for Asset Bubbles Detection
O. Bashchenko, A. Marchal
Working Papers
6. März 2020