N°15-27: Sensitivity of Optimal Consumption Streams, M. Herdegen and J. Muhle-Karbe, 2015.
M. Herdegen and J. Muhle-Karbe
Working Papers
19 March 2015
N°15-26: Consistent Re-Calibration in Yield Curve Modeling: An Example, M. Wüthrich, 2015.
M. Wüthrich
Working Papers
17 March 2015
N°15-25: Does Market Irrationality in the Media Affect Stock Returns?, R. Gibson Brandon, C. Hemmens, and M. Trépanier, 2015.
R. Gibson Brandon, C. Hemmens, and M. Trépanier
Working Papers
14 March 2015
N°15-24: Collateralization, Leverage, and Stressed Expected Loss, E. Jondeau and A. Khalilzadez, 2015.
E. Jondeau, A. Khalilzadez
Working Papers
11 March 2015
N°15-23: High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation, J. Rojcek and A. Ziegler, 2015.
J. Rojcek and A. Ziegler
Working Papers
10 March 2015
N°15-22: Nonparametric Empirical Evidence for Krugman’s Target Zone Model, S. C. Lera and D. Sornette, 2015.
D. Sornette, S. C. Lera
Working Papers
9 March 2015
N°15-21: Agency Conflicts Around the World, E. Morellec, B. Nikolov, and N. Schürhoff, 2015
E. Morellec, B. Nikolov, N. Schürhoff
Working Papers
5 March 2015
N°15-20: Uniqueness of Equilibrium in a Payment System with Liquidation Costs, H. Amini, D. Filipovic, and A. Mincaz, 0215.
D. Filipović, H. Amini and A. Mincaz
Working Papers
1 March 2015
N°10-18: Managerial Incentives to Take Asset Risk
A. Wagner, M. Chesney, J. Stromberg, V. Wolff
Working Papers
1 March 2015
N°15-19: Hedging with Small Uncertainty Aversion, S. Herrmann, J. Muhle-Karbe, and F. T. Seifried, 2015.
S. Herrmann, J. Muhle-Karbe, and F. T. Seifried
Working Papers
25 Feb. 2015
N°15-18: Human Capital and Employment Risks Diversification, P. St.-Amour, 2015.
P. St-Amour
Working Papers
21 Feb. 2015
N°15-17: Portfolio Selection with Active Risk Monitoring, M. S. Paolella and P. Polak, 2015.
M. Paolella, P. Polak
Working Papers
19 Feb. 2015
N°15-16: Evolutionary Behavioural Finance, I. Evstigneev, T. Hens, and K. R. Schenk-Hoppé, 2015.
T. Hens, K. R. Schenk-Hoppé
Working Papers
16 Feb. 2015
N°15-15: Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales, T. Choulli and M. Schweizer, 2015.
M. Schweizer, T. Choulli
Working Papers
13 Feb. 2015
N°15-14: A Civil Super-Manhattan Project in Nuclear Research for a Safer and Prosperous World, D. Sornette, 2015.
D. Sornette
Working Papers
11 Feb. 2015