N°16-68: Data Analytics for Non-Life Insurance Pricing, M. V. Wüthrich and C. Buser, 2016.
M. Wüthrich, and C. Buser
Working Papers
18. Nov. 2016
N°16-67: Machine Learning in Individual Claims Reserving, M. V. Wüthrich, 2016.
M. Wüthrich
Working Papers
17. Nov. 2016
N°16-66: Collateral, Central Bank Repos, and Systemic Arbitrage, F. Fecht, K. G. Nyborg, J. Rocholl and J. Woschitz, 2016.
K. Nyborg, F. Fecht, J. Rocholl and J. Woschitz
Working Papers
16. Nov. 2016
N°16-65: Intrinsic Risk Measures, W. Farkas and A. Smirnow, 2016.
W. Farkas, and A. Smirnow
Working Papers
15. Nov. 2016
N°16-64: Exchange Traded Funds (ETFs), I. Ben-David, F. A. Franzoni and R. Moussawi, 2016.
F. Franzoni, I. Ben-David and R. Moussawi
Working Papers
14. Nov. 2016
N°16-63: The Relevance of Broker Networks for Information Diffusion in the Stock Market, M. Di Maggio, F. Franzoni, A. Kermani and C. Sommavilla, 2016.
F. Franzoni, M. Di Maggio, A. Kermani and C. Sommavilla
Working Papers
13. Nov. 2016
N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
G. Barone-Adesi, C. Legnazzi and C. Sala
Working Papers
12. Nov. 2016
N°16-61: A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon, L. Lin, M. Schatz and D. Sornette, 2016.
D. Sornette, L. Lin, M. Schatz
Working Papers
11. Nov. 2016
N°16-60: Sticky Expectations and the Profitability Anomaly, J.-P. Bouchaud, P. Krueger, A. Landier and D. Thesmar, 2016.
P. Krüger, J.-P. Bouchaud, A. Landier and D. Thesmar
Working Papers
10. Nov. 2016
N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.
D. Ackerer and T. Vatter
Working Papers
6. Okt. 2016
N°16-58: A Heterogeneous-Agent Foundation of the Representative-Agent Approach, S. Elmiger, 2016.
S. Elmiger
Working Papers
30. Sept. 2016
N°16-57: Joint Lifetime Financial, Work and Health Decisions: Thrifty and Healthy Enough for the Long Run?, Y. Mesquida and P. St-Amour, 2016.
P. St-Amour, Y. Mesquida
Working Papers
27. Sept. 2016
N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.
J. Rojcek
Working Papers
20. Sept. 2016
N°16-55: Old-Age Provision: Past, Present, Future
H. Albrecher, P. Embrechts, D. Filipović, G. Harrison, P. Koch-Medina, S. Loisel, P. Vanini and J. Wagner
Working Papers
17. Sept. 2016
N°16-54: Does Corporate Governance Matter? Evidence from the AGR Governance Rating, A. Plazzi and W.N. Torous, 2016.
A. Plazzi, U. Yilmaz, W.N. Torous
Working Papers
16. Sept. 2016