N°17-65: Quantile-based risk sharing with heterogeneous beliefs, P. Embrechts, H. Liu, T. Mao and R. Wang, 2017.
P. Embrechts, H. Liu, T. Mao, R. Wang
Working Papers
6. März 2017
N°17-64: Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze
E. Nowak, F. Allen, M. Haas, A.Tengulov
Working Papers
5. März 2017
N°17-63: Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk, E. Pröhl, 2017.
E. Pröhl
Working Papers
4. März 2017
N°17-62: Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes, A. Q. Zhang, 2017.
A. Q. Zhang
Working Papers
3. März 2017
N°17-60: Polynomial Jump-Diffusion Models, D. Filipovic and M. Larsson, 2017.
D. Filipović, M. Larsson
Working Papers
1. März 2017
N°17-59: The Tortoise and the Snail: Reconciling the Evidence on Capital Structure Stability, F. Ippolito, S. Sacchetto and R. Steri, 2017.
R. Steri, F. Ippolito, S. Sacchetto
Working Papers
28. Feb. 2017
N°17-57: Asset Pricing with Large Investors, S. Malamud and A.Teguia, 2017.
S. Malamud, A.Teguia
Working Papers
26. Feb. 2017
N°17-56: Risky Arbitrage and Collateral Policies, A.Q. Zhang, 2017.
A. Q. Zhang
Working Papers
25. Feb. 2017
N°17-55: Risk–Reward Optimisation for Long-Run Investors (Revisited), M. Gilli and E. Schumann, 2017.
M. Gilli, E. Schumann
Working Papers
24. Feb. 2017
N°17-54: Quantile-based risk sharing, P. Embrechts, H. Liu and R. Wang, 2017.
P. Embrechts, H. Liu, R. Wang
Working Papers
23. Feb. 2017
N°17-53: Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, P. Gandhi, B. Golez, J. C. Jackwerth and A. Plazzi, 2017.
A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Working Papers
22. Feb. 2017
N°17-52: A Term-Structure Model for Dividends and Interest Rates, D. Filipovic and S. Willems, 2017.
D. Filipović, S. Willems
Working Papers
21. Feb. 2017
N°17-51: Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?, K. Bachmann, T. Hens and R. Stössel, 2017.
T. Hens, K. Bachmann, R. Stössel
Working Papers
20. Feb. 2017
N°17-50: Fundamental Risk and Capital Structure, J. Hajda, 2017.
J. Hajda
Working Papers
19. Feb. 2017