N°17-57: Asset Pricing with Large Investors, S. Malamud and A.Teguia, 2017.
S. Malamud, A.Teguia
Working Papers
26 Feb. 2017
N°17-56: Risky Arbitrage and Collateral Policies, A.Q. Zhang, 2017.
A. Q. Zhang
Working Papers
25 Feb. 2017
N°17-55: Risk–Reward Optimisation for Long-Run Investors (Revisited), M. Gilli and E. Schumann, 2017.
M. Gilli, E. Schumann
Working Papers
24 Feb. 2017
N°17-54: Quantile-based risk sharing, P. Embrechts, H. Liu and R. Wang, 2017.
P. Embrechts, H. Liu, R. Wang
Working Papers
23 Feb. 2017
N°17-53: Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, P. Gandhi, B. Golez, J. C. Jackwerth and A. Plazzi, 2017.
A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Working Papers
22 Feb. 2017
N°17-52: A Term-Structure Model for Dividends and Interest Rates, D. Filipovic and S. Willems, 2017.
D. Filipović, S. Willems
Working Papers
21 Feb. 2017
N°17-51: Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?, K. Bachmann, T. Hens and R. Stössel, 2017.
T. Hens, K. Bachmann, R. Stössel
Working Papers
20 Feb. 2017
N°17-50: Fundamental Risk and Capital Structure, J. Hajda, 2017.
J. Hajda
Working Papers
19 Feb. 2017
N°17-49: Short Selling and the Subsequent Performance of Initial Public Offerings, B. Seistrajkova, 2017.
B. Seistrajkova
Working Papers
18 Feb. 2017
N°17-48: Viability and Arbitrage under Knightian Uncertainty, M. Burzon, F. Riedel and H. M. Soner, 2017.
H. Soner, M. Burzon, F. Riedel
Working Papers
17 Feb. 2017
N°17-47: Does Monetary Policy Impact International Market Co-Movements?
A. Plazzi, M. Caporin, L. Pelizzon
Working Papers
16 Feb. 2017
N°17-46: Optimal dividend policies with random profitability, M. Reppen, J.-C. Rochet and H. M. Soner, 2017.
J. Rochet, H. Soner, M. Reppen
Working Papers
15 Feb. 2017
N°17-45: CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation? M. Tywoniuk, 2017.
M. Tywoniuk
Working Papers
14 Feb. 2017
N°17-44: Hawkes Graphs, P. Embrechts and M. Kirchner, 2017.
P. Embrechts, M. Kirchner
Working Papers
13 Feb. 2017
N°17-43: How Persistent are the Effects of Experience Sampling on Investor Behavior?, M. A. S. Bradbury, T. Hens and S. Zeisberger, 2017.
T. Hens, M. A. S. Bradbury, S. Zeisberger
Working Papers
12 Feb. 2017