On the Strategic Value of Risk Management
J. Rochet, T.O. Léautier
Academic Publications
1 Jan. 2014
Upcoming
New Approach to Modeling Symbiosis in Biological and Social Systems
D. Sornette, V.I. Yukalov, E.P. Yukalova
Academic Publications
1 Jan. 2014
Upcoming
Mythes, Réalités et Objectif Général des Transactions à Haute Fréquence
D. Sornette, V. Filimonov
Academic Publications
1 Jan. 2014
Upcoming
Money and Liquidity in Financial Markets
K. Nyborg, P. Östberg
Academic Publications
1 Jan. 2014
Model Risk in Portfolio Optimization
M. Wüthrich, D. Stefanovits, U. Schubiger
Academic Publications
1 Jan. 2014
Upcoming
Microtransition Cascades to Percolation
D. Sornette, W. Chen, M. Schröder, R. M. D'Souza and J. Nagler,
Academic Publications
1 Jan. 2014
Upcoming
Martingale Optimal Transport and Robust Hedging in Continuous Time
H. Soner, Y. Dolinsky
Academic Publications
1 Jan. 2014
Upcoming
Market Frictions and Corporate Finance: an Overview Paper
J. Rochet, S. Moreno-Bromberg
Academic Publications
1 Jan. 2014
Upcoming
Manipulating Decision Making of Typical Agents, IEEE Transactions on Systems, Man and Cybernetics
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Les Bulles Immobilières et Leurs Conséquences Economiques – Le Cas de Genève Autour de 1990, in L'Economie au Service des Citoyens – Essais en Mémoire
P. Tschopp et C. Pasche, ed. Beat Bürgenmeier
Academic Publications
1 Jan. 2014
Upcoming
Investors' Expectations, Management Fees and the Underperformance of Mutual Funds
D. Sornette, A. Hüsler, Y. Malevergne
Academic Publications
1 Jan. 2014
Invariant Manifolds with Boundary for Jump-diffusions
D. Filipović, J. Teichmann, S. Tappe
Academic Publications
1 Jan. 2014
Upcoming
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
A. Mele, Y. Obayashi
Academic Publications
1 Jan. 2014
Information Percolation in Segmented Markets
S. Malamud, D. Duffie and G. Manso
Academic Publications
1 Jan. 2014
Upcoming
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
D. Sornette, W. Yan and R. Woodard
Academic Publications
1 Jan. 2014
Upcoming