Publikationen

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

Simulating Security Returns: A Filtered Historical Simulation Approach

Practitioners in risk management are familiar with the use of the FHS (filtered historical simulatio...
G. Barone-Adesi
Bücher
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

Risk Preferences Around the World

T. Hens, M.O. Rieger, M. Wang
Academic Publications
1. Jan. 2014
Upcoming

Rethinking the Regulatory Treatment of Securitization

J. Rochet, V. Cerasi
Academic Publications
1. Jan. 2014
Upcoming

Reinsurance or Securitization: The Case of Natural Catastrophe Risk

M. Habib, R. Gibson Brandon, A. Ziegler
Academic Publications
1. Jan. 2014
Upcoming

Rating-Based Investment Practices and Bond Market Segmentation

N. Schürhoff, Z. Chen, A. Lookman, A.A. Schürhoff, and D. Seppi
Academic Publications
1. Jan. 2014
Upcoming

Quantum Probabilities and Entanglement for Multimode Quantum Systems

D. Sornette, V. I. Yukalov, E. P. Yukalova
Academic Publications
1. Jan. 2014
Upcoming
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