Robust Portfolios and Weak Incentives in Long-Run Investments
P. Guasoni, J. Muhle-Karbe, and H. Xing
Academic Publications
1 Jan. 2015
Robust Hedonic Price Indexes
M. Hoesli, S.C. Bourassa, E. Cantoni
Academic Publications
1 Jan. 2015
Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.
A. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
Academic Publications
1 Jan. 2015
Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities
A. Mele, Y. Obayashi, and C. Shalen
Academic Publications
1 Jan. 2015
Quantum Theory of Measurements As Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2015
Preference Reversal in Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2015
Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns
D. Sornette, V. Filimonov
Academic Publications
1 Jan. 2015
Positive Operator-Valued Measures in Quantum Decision Theory
D. Sornette, V.I. Yukalov, eds. H. Atmanspacher et al.
Academic Publications
1 Jan. 2015
Parameter Reduction in Log-Normal Chain-Ladder Models
M. Wüthrich, R. Verrall
Academic Publications
1 Jan. 2015
Option Pricing and Hedging with Small Transaction Costs
J. Kallsen and J. Muhle-Karbe
Academic Publications
1 Jan. 2015
Optimal Liquidity Provision
C. Kühn and J. Muhle-Karbe
Academic Publications
1 Jan. 2015
Opaque Financial Intermediation
Y. Sato, eds. Kameda K., Nakata M., Nakahigashi M., and N. Yoshino
Academic Publications
1 Jan. 2015
On the Determinants of Household Debt Maturity Choice
T. Hens, W. Breuer, A. J. Salzmann, and M. Wang
Academic Publications
1 Jan. 2015
On Bounding Credit-Event Risk Premia
P. Collin-Dufresne, J. Bai, R. Goldstein, and J. Helwege
Academic Publications
1 Jan. 2015
New Graphical Methods and Test Statistics for Testing Composite Normality
M. Paolella
Academic Publications
1 Jan. 2015