N°18-39: Conditional Davis Pricing, K. Larsen, H. Mete Soner and G. Zitkovic, 2018.
H. Soner, K. Larsen, G. Zitkovic
Working Papers
8 Feb. 2018
N°18-38: How Real Estate Booms Hurt Small Firms: Evidence on Investment Substitution
H. Hau, D. Ouyang
Working Papers
7 Feb. 2018
N°18-37: The Term Structure of Equity and Variance Risk Premia, Y. Aït-Sahalia, M. Karaman and L. Mancini, 2018.
L. Mancini, Y. Aït-Sahalia, M. Karaman
Working Papers
6 Feb. 2018
N°18-36: Levered Returns and Capital Structure Imbalances, F. Ippolito, R. Steri and C. Tebaldi, 2018.
R. Steri, F. Ippolito, C. Tebaldi
Working Papers
5 Feb. 2018
N°18-35: Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis, V. Acharya, D. Pierret and S. Steffen, 2018.
D. Pierret, V. Acharya, S. Steffen
Working Papers
4 Feb. 2018
N°18-34: Polynomial processes for power prices, D. Filipovic, M. Larsson and T. Ware, 2018.
D. Filipović, M. Larsson, T. Ware
Working Papers
3 Feb. 2018
N°18-33: On Randomized Reinsurance Contracts, H. Albrecher and A. Cani, 2018.
H. Albrecher, A. Cani
Working Papers
2 Feb. 2018
N°18-32: Dividends: From Refracting to Ratcheting, H. Albrecher, N. Bäuerle, and M. Bladt, 2018.
H. Albrecher, N. Bäuerle, M. Bladt
Working Papers
1 Feb. 2018
N°18-31: The Crash Risk in Individual Stocks Embedded in Skewness Swap Returns
P. Pederzoli
Working Papers
31 Jan. 2018
N°18-30: Dissection of Bitcoin's Multiscale Bubble History, J. C. Gerlach, and D. Sornette, 2018.
D. Sornette, and J. C. Gerlach
Working Papers
30 Jan. 2018
N°18-29: Option-Implied Risk Measures: An Empirical Examination on the S&P500 Index, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2018.
G. Barone-Adesi, C. Legnazzi, C. Sala
Working Papers
29 Jan. 2018
N°18-28: The importance of network recommendations in the director labor market, R. Fahlenbrach, H. Kim, and A. Low, 2018.
R. Fahlenbrach, H. Kim, A. Low
Working Papers
28 Jan. 2018
N°18-27: Valuing Life as an Asset, as a Statistic and at Gunpoint, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2018.
P. St-Amour, J. Hugonnier, F. Pelgrin
Working Papers
27 Jan. 2018
N°18-26: Patience is a Virtue - in Value Investing, T. Hens and K. R. Schenk-Hoppé, 2018.
T. Hens, K. R. Schenk-Hoppé
Working Papers
26 Jan. 2018
N°18-25: Decentralized Exchange, S. Malamud and M. Rostek, 2018.
S. Malamud, M. Rostek
Working Papers
25 Jan. 2018