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
N°15-09: Noisy Arrow-Debreu Equilibria, S. Malamud, 2015.
S. Malamud
Working Papers
25. Jan. 2015
N°11-25: Value Reporting and Firm Performance: Evidence from Switzerland, F. Eugster, and A. F. Wagner, 2011.
A. Wagner, F. Eugster
Working Papers
25. Jan. 2015
N°15-08: Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model, M. Leippold and N. Vasiljevic, 2015.
M. Leippold, N. Vasiljevic
Working Papers
21. Jan. 2015
N°15-07: Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders, T. Kaizoji, M. Leiss, A. I. Saichev, and D. Sornette, 2015.
D. Sornette, T. Kaizoji, M. Leiss, A. I. Saichev
Working Papers
19. Jan. 2015
N°15-06: Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices, Y. Sato, 2015.
Y. Sato
Working Papers
16. Jan. 2015