N° 19-34: Machine Learning With Kernels for Portfolio Valuation and Risk Management
D. Filipović, L. Boudabsa
Working Papers
21. Juni 2019
N° 19-33: Real Estate Performance, the Macroeconomy and Leverage
M. Hoesli, J-C. Delfim
Working Papers
14. Juni 2019
N° 19-32: Robust Desmoothed Real Estate Returns
M. Hoesli, J-C. Delfim
Working Papers
14. Juni 2019
N° 19-31: On the Nature of (Jump) Skewness Risk Premia
P. Orlowski, P. Schneider, F. Trojani
Working Papers
14. Juni 2019
N° 19-30: The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive
K. Nyborg, Z. Wang
Working Papers
4. Juni 2019
N° 19-29: Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model
D. Sornette, R. Westphal
Working Papers
3. Juni 2019
N° 19-28: Bank Capital Requirements, Loan Guarantees and Firm Performance
S. Ongena, S. Mayordomo, A. Moreno, M. Rodriguez-Moreno
Working Papers
31. Mai 2019
N° 19-27: A Flexible Regime Switching Model for Asset Returns
M. Paolella, P. Polak, P. S. Walker
Working Papers
17. Mai 2019
N° 19-26: Insurance: Models, Digitalization, and Data Science
H. Albrecher, D. Filipović, P. Koch-Medina, A. Bommier, S. Loisel, H. Schmeiser
Working Papers
7. Mai 2019
Liquidity, Innovation, and Endogenous Growth
S. Malamud, F. Zucchi
Academic Publications
1. Mai 2019
An Anatomy of the Market Return
P. Schneider
Academic Publications
1. Mai 2019
(Almost) Model-Free Recovery
P. Schneider, F. Trojani
Academic Publications
1. Mai 2019
N° 19-25: The Fair Reward Problem: The Illusion of Success and How to Solve It
D. Sornette, S. Wheatley, P. Cauwels
Working Papers
26. Apr. 2019
N° 19-24: Crude Awakening: Oil Prices and Bond Returns
E. Jondeau, Y. Wang , Q. Zhang, X. Zhu
Working Papers
17. Apr. 2019