N°15-23: High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation, J. Rojcek and A. Ziegler, 2015.
J. Rojcek and A. Ziegler
Working Papers
10. März 2015
N°15-22: Nonparametric Empirical Evidence for Krugman’s Target Zone Model, S. C. Lera and D. Sornette, 2015.
D. Sornette, S. C. Lera
Working Papers
9. März 2015
N°15-21: Agency Conflicts Around the World, E. Morellec, B. Nikolov, and N. Schürhoff, 2015
E. Morellec, B. Nikolov, N. Schürhoff
Working Papers
5. März 2015
N°15-20: Uniqueness of Equilibrium in a Payment System with Liquidation Costs, H. Amini, D. Filipovic, and A. Mincaz, 0215.
D. Filipović, H. Amini and A. Mincaz
Working Papers
1. März 2015
N°10-18: Managerial Incentives to Take Asset Risk
A. Wagner, M. Chesney, J. Stromberg, V. Wolff
Working Papers
1. März 2015
N°15-19: Hedging with Small Uncertainty Aversion, S. Herrmann, J. Muhle-Karbe, and F. T. Seifried, 2015.
S. Herrmann, J. Muhle-Karbe, and F. T. Seifried
Working Papers
25. Feb. 2015
N°15-18: Human Capital and Employment Risks Diversification, P. St.-Amour, 2015.
P. St-Amour
Working Papers
21. Feb. 2015
N°15-17: Portfolio Selection with Active Risk Monitoring, M. S. Paolella and P. Polak, 2015.
M. Paolella, P. Polak
Working Papers
19. Feb. 2015
N°15-16: Evolutionary Behavioural Finance, I. Evstigneev, T. Hens, and K. R. Schenk-Hoppé, 2015.
T. Hens, K. R. Schenk-Hoppé
Working Papers
16. Feb. 2015
N°15-15: Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales, T. Choulli and M. Schweizer, 2015.
M. Schweizer, T. Choulli
Working Papers
13. Feb. 2015
N°15-14: A Civil Super-Manhattan Project in Nuclear Research for a Safer and Prosperous World, D. Sornette, 2015.
D. Sornette
Working Papers
11. Feb. 2015
N°15-13: Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?, A. Goyal and N. Jagadeesh, 2015.
A. Goyal, N. Jagadeesh
Working Papers
9. Feb. 2015
N°15-12: Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund, G. Barone-Adesi, K. Giannopoulos, and L. Vosper, 2015.
G. Barone-Adesi, K. Giannopoulos, and L. Vosper
Working Papers
7. Feb. 2015
N°15-11: History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect, A. Andrikogiannopoulou and F. Papakonstantinou, 2015.
A. Andrikogiannopoulou and F. Papakonstantinou
Working Papers
2. Feb. 2015
N°15-10: Central Bank Collateral Frameworks, K. G. Nyborg, 2015.
K. Nyborg
Working Papers
1. Feb. 2015