N°14-01: Corporate Cash and Employment, P. Bacchetta, K. Benhima, and C. Poilly, 2014.
P. Bacchetta, K. Benhima, and C. Poilly
Working Papers
1. Jan. 2014
Upcoming
New Approach to Modeling Symbiosis in Biological and Social Systems
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Academic Publications
1. Jan. 2014
Upcoming
Mythes, Réalités et Objectif Général des Transactions à Haute Fréquence
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Academic Publications
1. Jan. 2014
Upcoming
Money and Liquidity in Financial Markets
K. Nyborg, P. Östberg
Academic Publications
1. Jan. 2014
Model Risk in Portfolio Optimization
M. Wüthrich, D. Stefanovits, U. Schubiger
Academic Publications
1. Jan. 2014
Upcoming
Microtransition Cascades to Percolation
D. Sornette, W. Chen, M. Schröder, R. M. D'Souza and J. Nagler,
Academic Publications
1. Jan. 2014
Upcoming
Martingale Optimal Transport and Robust Hedging in Continuous Time
H. Soner, Y. Dolinsky
Academic Publications
1. Jan. 2014
Upcoming
Market Frictions and Corporate Finance: an Overview Paper
J. Rochet, S. Moreno-Bromberg
Academic Publications
1. Jan. 2014
Upcoming
Manipulating Decision Making of Typical Agents, IEEE Transactions on Systems, Man and Cybernetics
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2014
Les Bulles Immobilières et Leurs Conséquences Economiques – Le Cas de Genève Autour de 1990, in L'Economie au Service des Citoyens – Essais en Mémoire
P. Tschopp et C. Pasche, ed. Beat Bürgenmeier
Academic Publications
1. Jan. 2014
Upcoming
Investors' Expectations, Management Fees and the Underperformance of Mutual Funds
D. Sornette, A. Hüsler, Y. Malevergne
Academic Publications
1. Jan. 2014
Invariant Manifolds with Boundary for Jump-diffusions
D. Filipović, J. Teichmann, S. Tappe
Academic Publications
1. Jan. 2014
Upcoming
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
A. Mele, Y. Obayashi
Academic Publications
1. Jan. 2014
Information Percolation in Segmented Markets
S. Malamud, D. Duffie and G. Manso
Academic Publications
1. Jan. 2014
Upcoming
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
D. Sornette, W. Yan and R. Woodard
Academic Publications
1. Jan. 2014
Upcoming