N°18-23: Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR, D. Á. Bálint, and M. Schweizer, 2018.
M. Schweizer, D. Á. Bálint
Working Papers
23. Jan. 2018
N°18-22: Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe’s Law and the LPPLS Model, S. Wheatley, D. Sornette, T. Huber, M. Reppen and R. N. Gantner, 2018.
D. Sornette, S. Wheatley, T. Huber, M. Reppen, and R. N. Gantner
Working Papers
22. Jan. 2018
N°18-20: Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions, G. Demos and D. Sornette, 2018.
D. Sornette, G. Demos
Working Papers
20. Jan. 2018
N°18-19: Electronic Trading in OTC Markets vs. Centralized Exchange, Y. Liu, S. Vogel and Y. Zhang, 2018.
Y. Liu, S. Vogel and Y. Zhang
Working Papers
19. Jan. 2018
N°18-18: Model-Free International Stochastic Discount Factors, M. Sandulescu, F. Trojani and A. Vedolin, 2018.
F. Trojani, M. Sandulescu, A. Vedolin
Working Papers
18. Jan. 2018
N°18-17: Why Do Large Investors Disclose Their Information? Y. LIU, 2018.
Y. Liu
Working Papers
17. Jan. 2018
N°18-16: Agency Conflicts and Short- vs Long-Termism in Corporate Policies, S, Gryglewicz, S. Mayer and E. Morellec, 2018.
E. Morellec, S, Gryglewicz, S. Mayer
Working Papers
16. Jan. 2018
N°18-15: The Conjunction Fallacy in Quantum Decision, T. Kovalenko and D. Sornette, 2018.
D. Sornette, T. Kovalenko
Working Papers
15. Jan. 2018
N°18-14: An Intermediation-Based Model of Exchange, S. Malamud and A. Schrimpf, 2018.
S. Malamud, A. Schrimpf
Working Papers
14. Jan. 2018
N°18-13: Inflation Risk Premia, Yield Volatility and Macro Factors, A. Berardi, A. Plazzi, 2018.
A. Plazzi, A. Berardi
Working Papers
13. Jan. 2018
N°18-12: A General Equilibrium Appraisal of Capital Shortfall, E. Jondeau, S. G. Sahuc, 2018.
E. Jondeau, S. G. Sahuc
Working Papers
12. Jan. 2018
N°18-11: Measuring the Capital Shortfall of Large U.S. Banks, E. Jondeau, A. Khalilzadeh, 2018.
E. Jondeau, A. Khalilzadeh
Working Papers
11. Jan. 2018
N°18-10: Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans
K. DeGreiff, S. Ongena, M. D. Delis, M. Iosifidi
Working Papers
10. Jan. 2018
N°18-09: Asian Option Pricing with Orthogonal Polynomials, S. Willems, 2018.
S. Willems
Working Papers
9. Jan. 2018
N°18-08: Spanning Tests for Markowitz Stochastic Dominance, S. Arvanitis, O. Scaillet and N. Topaloglou, 2018.
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
8. Jan. 2018