N°14-08: Portfolio Selection with Options and Transaction Costs, S. Malamud, 2014.
S. Malamud
Working Papers
1 Jan. 2014
Upcoming
N°14-07: Toward a Unified Framework of Credit Creation, S. Von Der Becke and D. Sornette, 2014.
D. Sornette, S. Von Der Becke
Working Papers
1 Jan. 2014
Upcoming
N°14-06: Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations, D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura, 2014.
D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Working Papers
1 Jan. 2014
Upcoming
N°14-05: Long/Short Equity Hedge Funds and Systematic Ambiguity, R. Gibson Brandon and N. Ryabkov, 2014.
R. Gibson Brandon, N. Ryabkov
Working Papers
1 Jan. 2014
Upcoming
N°14-04: Financing Investment: The Choice between Bonds and Bank Loans, E. Morellec, P. Valta, and A. Zhdanov, 2014.
E. Morellec, P. Valta, A. Zhdanov
Working Papers
1 Jan. 2014
Upcoming
N°14-03: Capital Adequacy Tests and Limited Liability of Financial Institutions, P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari, 2014.
P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari
Working Papers
1 Jan. 2014
Upcoming
N°14-02: Liquidity and Investment Horizon, V. Vovchak, 2014.
V. Vovchak
Working Papers
1 Jan. 2014
Upcoming
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
Nº 13-33: Capital Levels and Risk-Taking Propensity in Financial Institutions
G. Barone-Adesi, W. Farkas, P. Koch-Medina
Working Papers
27 May 2013
Nº 13-10: What Constrains Liquidity Provision? Evidence From Institutional Trades
F. Franzoni, A. Plazzi, E. Cötelioglu
Working Papers
26 March 2013
N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.
T. Cayé and J. Muhle-Karbe
Working Papers
N°14-73: Strategic Technology Adoption and Hedging under Incomplete Markets, M. Leippold and J. Stromberg, 2014.
M. Leippold, J. Stromberg
Working Papers
N°14-70: Bank Capital, Liquid Reserves, and Insolvency Risk, J. Hugonnier and E. Morellec, 2014.
E. Morellec, J. Hugonnier
Working Papers
N°14-69: Claims Run-Off Uncertainty: The Full Picture, M. Merz and M. V. Wüthrich, 2014.
M. Wüthrich, M. Merz
Working Papers
N°14-68: Higher-Order Effects in Asset-Pricing Models with Long-Run Risks, W. Pohl, K. Schmedders, and O. Wilms, 2014.
K. Schmedders, W. Pohl, O. Wilms
Working Papers