When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns
F. Trojani, A. Buraschi, R. Kosowski
Academic Publications
1 Jan. 2014
Upcoming
Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps of Swaptions
M. Leippold, J. Stromberg
Academic Publications
1 Jan. 2014
Upcoming
The Volatility-Confined LPPL Model: A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals
D. Sornette, L. Lin, R. Ren
Academic Publications
1 Jan. 2014
Upcoming
The Executive Turnover Risk Premium
A. Wagner, F. Peters
Academic Publications
1 Jan. 2014
Upcoming
The Exchange Rate Effect of Multi-Currency Arbitrage
H. Hau
Academic Publications
1 Jan. 2014
The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight
M. Hoesli, E. Liljeblom and A. Löflund
Academic Publications
1 Jan. 2014
Upcoming
The Dispersion Effect in International Stock Returns
M. Leippold, H. Lohre
Academic Publications
1 Jan. 2014
Upcoming
Super-linear Scaling of Offsprings at Criticality in Branching Processes
D. Sornette, D. Sornette
Academic Publications
1 Jan. 2014
Upcoming
Strategic Default, Debt Structure, and Stock Returns
P. Valta
Academic Publications
1 Jan. 2014
Upcoming
Statistics and Quantitative Risk Management for Banking and Insurance
P. Embrechts, M. Hofert
Academic Publications
1 Jan. 2014
Self-organization in Complex Systems as Decision Making
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Upcoming
Role of Information in Decision Making of Social Agents, with V.I. Yukalov, International Journal of Information Technology & Decision Making
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Upcoming
Robust Hedging with Proportional Transaction Costs
H. Soner, Y. Dolinsky
Academic Publications
1 Jan. 2014
Upcoming