N°14-16: Rebalancing with Linear and Quadratic Costs, R. Liu, J. Muhle-Karbe, and M. Weber, 2014.
R. Liu, J. Muhle-Karbe, and M. Weber
Working Papers
1. Jan. 2014
Upcoming
N°14-15: Linear-Rational Term Structure Models, D. Filipovic, M. Larsson, and A. Trolle, 2014.
D. Filipović, A. Trolle, M. Larsson
Working Papers
1. Jan. 2014
Upcoming
N°14-14: Information Processing and Non-Bayesian Learning in Financial Markets, S. Schraeder, 2014.
S. Schraeder
Working Papers
1. Jan. 2014
Upcoming
N°14-13: The Impact of Foreign Bank Presence on Foreign Direct Investment in China, S. Ongena, S. Qi, and S. Qin, 2014.
S. Ongena, S. Qi, and S. Qin
Working Papers
1. Jan. 2014
N°14-12: Do Underpriced Firms Innovate Less?, G. Parise, 2014.
G. Parise
Working Papers
1. Jan. 2014
Upcoming
N°14-11: Financing Asset Sales and Business Cycles, M. Arnold, D. Hackbarth, and T. X. Puhan, 2014.
M. Arnold, D. Hackbarth, and T. X. Puhan
Working Papers
1. Jan. 2014
Upcoming
N°14-10: Exchange Risk and Market Integration, I. Chaieb and V. Errunza, 2014.
I. Chaieb, V. Errunza
Working Papers
1. Jan. 2014
Upcoming
N°14-09: Portfolio Delegation and Market Efficiency, S. Malamud and E. Petrov, 2014.
S. Malamud, E. Petrov
Working Papers
1. Jan. 2014
Upcoming
N°14-08: Portfolio Selection with Options and Transaction Costs, S. Malamud, 2014.
S. Malamud
Working Papers
1. Jan. 2014
Upcoming
N°14-07: Toward a Unified Framework of Credit Creation, S. Von Der Becke and D. Sornette, 2014.
D. Sornette, S. Von Der Becke
Working Papers
1. Jan. 2014
Upcoming
N°14-06: Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations, D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura, 2014.
D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Working Papers
1. Jan. 2014
Upcoming
N°14-05: Long/Short Equity Hedge Funds and Systematic Ambiguity, R. Gibson Brandon and N. Ryabkov, 2014.
R. Gibson Brandon, N. Ryabkov
Working Papers
1. Jan. 2014
Upcoming
N°14-04: Financing Investment: The Choice between Bonds and Bank Loans, E. Morellec, P. Valta, and A. Zhdanov, 2014.
E. Morellec, P. Valta, A. Zhdanov
Working Papers
1. Jan. 2014
Upcoming
N°14-03: Capital Adequacy Tests and Limited Liability of Financial Institutions, P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari, 2014.
P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari
Working Papers
1. Jan. 2014
Upcoming
N°14-02: Liquidity and Investment Horizon, V. Vovchak, 2014.
V. Vovchak
Working Papers
1. Jan. 2014
Upcoming