N°14-23: Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison, T. Hens and J. Mayer, 2014.
T. Hens, J. Mayer
Working Papers
1 Jan. 2014
Upcoming
N°14-22: Theory Matters for Financial Advice!, T. Hens and J. Mayer, 2014.
T. Hens, J. Mayer
Working Papers
1 Jan. 2014
N°14-21: News Dissemination and Investor Attention, R. Boulland, F. Degeorge, and E. Ginglinger, 2014.
F. Degeorge, R. Boulland and E. Ginglinger
Working Papers
1 Jan. 2014
N°14-20: Positional Portfolio Management, P. Gagliardini, C. Gourieroux, and M. Rubin, 2014.
P. Gagliardini, C. Gourieroux, and M. Rubin
Working Papers
1 Jan. 2014
N°14-19: Individual Reaction to Past Performance Sequences: Evidence from a Real Marketplace, A. Andrikogiannopoulou and F. Papakonstantinou, 2014.
A. Andrikogiannopoulou and F. Papakonstantinou
Working Papers
1 Jan. 2014
N°14-18: A Class of Strict Local Martingales, M. Herdegen and S. Herrmann, 2014.
M. Herdegen and S. Herrmann
Working Papers
1 Jan. 2014
N°14-17: Trading with Small Price Impact, L. Moreau, J. Muhle-Karbe, and H. M. Soner, 2014.
H. Soner, L. Moreau, J. Muhle-Karbe
Working Papers
1 Jan. 2014
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