Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities
A. Mele, Y. Obayashi, and C. Shalen
Academic Publications
1. Jan. 2015
Quantum Theory of Measurements As Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2015
Preference Reversal in Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2015
Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns
D. Sornette, V. Filimonov
Academic Publications
1. Jan. 2015
Positive Operator-Valued Measures in Quantum Decision Theory
D. Sornette, V.I. Yukalov, eds. H. Atmanspacher et al.
Academic Publications
1. Jan. 2015
Parameter Reduction in Log-Normal Chain-Ladder Models
M. Wüthrich, R. Verrall
Academic Publications
1. Jan. 2015
Option Pricing and Hedging with Small Transaction Costs
J. Kallsen and J. Muhle-Karbe
Academic Publications
1. Jan. 2015
Optimal Liquidity Provision
C. Kühn and J. Muhle-Karbe
Academic Publications
1. Jan. 2015
Opaque Financial Intermediation
Y. Sato, eds. Kameda K., Nakata M., Nakahigashi M., and N. Yoshino
Academic Publications
1. Jan. 2015
On the Determinants of Household Debt Maturity Choice
T. Hens, W. Breuer, A. J. Salzmann, and M. Wang
Academic Publications
1. Jan. 2015
On Bounding Credit-Event Risk Premia
P. Collin-Dufresne, J. Bai, R. Goldstein, and J. Helwege
Academic Publications
1. Jan. 2015
New Graphical Methods and Test Statistics for Testing Composite Normality
M. Paolella
Academic Publications
1. Jan. 2015
Multivariate Asset Return Prediction with Mixture Models
M. Paolella
Academic Publications
1. Jan. 2015
Multifamily Residential Asset and Space Markets and Linkages with the Economy
M. Hoesli, A. Chaney
Academic Publications
1. Jan. 2015
More Than Money: Exploring the Role of Investment Advisors for Sustainable Investing
M. Chesney, F. Paetzold, T. Busch
Academic Publications
1. Jan. 2015