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Publikationen

Seven Proofs for the Subadditivity of Expected Shortfall

P. Embrechts, R. Wang
Academic Publications
1. Jan. 2015

Role of Information in Decision Making of Social Agents

D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2015

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

Quantitative Risk Management: Concepts, Techniques and Tools

The most comprehensive treatment of the theoretical concepts and modelling techniques of quantitativ...
P. Embrechts, R. Frey and A. J. McNeil
Bücher
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
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