When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns
F. Trojani, A. Buraschi, R. Kosowski
Academic Publications
1. Jan. 2014
Upcoming
Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps of Swaptions
M. Leippold, J. Stromberg
Academic Publications
1. Jan. 2014
Upcoming
The Volatility-Confined LPPL Model: A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals
D. Sornette, L. Lin, R. Ren
Academic Publications
1. Jan. 2014
Upcoming
The Executive Turnover Risk Premium
A. Wagner, F. Peters
Academic Publications
1. Jan. 2014
Upcoming
The Exchange Rate Effect of Multi-Currency Arbitrage
H. Hau
Academic Publications
1. Jan. 2014
The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight
M. Hoesli, E. Liljeblom and A. Löflund
Academic Publications
1. Jan. 2014
Upcoming
The Dispersion Effect in International Stock Returns
M. Leippold, H. Lohre
Academic Publications
1. Jan. 2014
Upcoming
Super-linear Scaling of Offsprings at Criticality in Branching Processes
D. Sornette, D. Sornette
Academic Publications
1. Jan. 2014
Upcoming
Strategic Default, Debt Structure, and Stock Returns
P. Valta
Academic Publications
1. Jan. 2014
Upcoming
Statistics and Quantitative Risk Management for Banking and Insurance
P. Embrechts, M. Hofert
Academic Publications
1. Jan. 2014
Self-organization in Complex Systems as Decision Making
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2014
Upcoming
Role of Information in Decision Making of Social Agents, with V.I. Yukalov, International Journal of Information Technology & Decision Making
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2014
Upcoming
Robust Hedging with Proportional Transaction Costs
H. Soner, Y. Dolinsky
Academic Publications
1. Jan. 2014
Upcoming