An Academic Response to Basel 3.5
P. Embrechts, G. Puccetti, L. Rüschendorf, R. Wang and A. Beleraj
Academic Publications
1 Jan. 2014
Aggregation of Log-Linear Risks, Celebrating 40 Years of the Applied Probability Trust
P. Embrechts, E. Hashorva and T. Mikosch
Academic Publications
1 Jan. 2014
Upcoming
A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects
D. Sornette, A. Saichev
Academic Publications
1 Jan. 2014
Upcoming
A Note on the Condition of No Unbounded Profit with Bounded Risk
M. Schweizer, K. Takaoka
Academic Publications
1 Jan. 2014
Upcoming
A Heat Kernel Approach to Interest Rate Models
J. Teichmann, J. Akahori, Y. Hishida and T. Tsuchiya
Academic Publications
1 Jan. 2014
Upcoming
1980-2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future, with P. Cauwels, Risks
D. Sornette, P. Cauwels
Academic Publications
1 Jan. 2014
Upcoming
The Term Structure of Interbank Risk
D. Filipović, A. Trolle
Academic Publications
1 Jan. 2013
Upcoming
Realizing Smiles: Options Pricing with Realized Volatility
F. Corsi, N. Fusari, and D. La Vecchia
Academic Publications
1 Jan. 2013
Upcoming
Real Effects of Stock Underpricing
H. Hau, S. Lai
Academic Publications
1 Jan. 2013
Upcoming
R&D and the Incentives from Merger and Acquisition Activity
G. Phillips and A. Zhdanov
Academic Publications
1 Jan. 2013
Upcoming
Preferences for Truthfulness: Heterogeneity Among and Within Individuals
A. Wagner, R. Gibson Brandon, C. Tanner
Academic Publications
1 Jan. 2013
Upcoming
Optimal Incentives and Securitization of Defaultable Assets
S. Malamud, H. Rui, and A. Whinston
Academic Publications
1 Jan. 2013
Upcoming
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
L. Mancini, A. Ranaldo, and J. Wrampelmeyer
Academic Publications
1 Jan. 2013
Upcoming
Inferior Good and Giffen Behavior for Investing and Borrowing
F. Kübler, L. Selden, and X. Wei
Academic Publications
1 Jan. 2013
Upcoming
Health and (other) Asset Holdings
P. St-Amour, J. Hugonnier, F. Pelgrin
Academic Publications
1 Jan. 2013
Upcoming