A Civil Super-Apollo Project in Nuclear R&D for a Safer and Prosperous World
D. Sornette
Academic Publications
1 Jan. 2015
Protected Values and Economic Decision Making, in Handbook of Value: Perspectives from Economics, Neuroscience, Philosophy, Psychology and Sociology
A. Wagner, R. Gibson Brandon, C. Tanner, eds. T. Brosch and D. Sander
Academic Publications
1 Dec. 2014
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1 Jan. 2014
Upcoming
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