Beta Arbitrage Strategies: When do They Work, and Why?
T. Berrada, G. Oderda, R. J. Messikh and O. Pictet
Academic Publications
1. Jan. 2015
Best-Estimates in Bond Markets with Reinvestment Risks
M. Wüthrich, A. MacKay
Academic Publications
1. Jan. 2015
Best-Estimate Claims Reserves in Incomplete Markets
M. Wüthrich, S. Happ, M. Merz
Academic Publications
1. Jan. 2015
Bernoulli and Tail-Dependence Compatibility
P. Embrechts, M. Hofert and R. Wang
Academic Publications
1. Jan. 2015
Bank-Firm Relationships: A Review of the Implications for Firms and Banks in Normal and Crisis Times, in The Economics of Inter-firm Networks in Advances in Japanese Business and Economics Series
S. Ongena, H. Degryse, V. Ioannidou, ed. T. Watanabe, I. Uesugi, and A. Ono
Academic Publications
1. Jan. 2015
Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis
S. Ongena, L. Chunshuo
Academic Publications
1. Jan. 2015
Asymptotics for Fixed Transaction Costs
H. Soner, A. Altarovici, J. Muhle-Karbe
Academic Publications
1. Jan. 2015
Asset Pricing with Arbitrage Activity
J. Hugonnier, R. Prieto
Academic Publications
1. Jan. 2015
Are Institutions Informed About News?
N. Schürhoff, T. Hendershott, D. Livdan
Academic Publications
1. Jan. 2015
Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data
D. Sornette, V. Filimonov
Academic Publications
1. Jan. 2015
Analysis of Log-Periodic power Law Singularity Patterns in Time Series Related to Credit Risk
D. Sornette, J. H. Wosnitza
Academic Publications
1. Jan. 2015
ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails
M. Paolella, P. Polak
Academic Publications
1. Jan. 2015
Akkurate Messung der Portfoliorisiken im Pensionskassengeschäft
W. Farkas, S. Schmid
Academic Publications
1. Jan. 2015
Aggregation-robustness and Model Uncertainty of Regulatory Risk Measures
P. Embrechts, B. Wang and R. Wang
Academic Publications
1. Jan. 2015
A Theory of the Stakeholder Corporation
J. Rochet, M. Magill, M. Quinzii
Academic Publications
1. Jan. 2015