Robust Portfolios and Weak Incentives in Long-Run Investments
P. Guasoni, J. Muhle-Karbe, and H. Xing
Academic Publications
1. Jan. 2015
Robust Hedonic Price Indexes
M. Hoesli, S.C. Bourassa, E. Cantoni
Academic Publications
1. Jan. 2015
Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.
A. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
Academic Publications
1. Jan. 2015
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