Publications

The Beneficial Ties between Hedge Funds and Financial Conglomerates

F. Franzoni, M. Giannetti
Roundups
8 Feb. 2017

Intrinsic Risk Measure: The More Direct Path to the Acceptance Set

W. Farkas, A. Smirnow
Roundups
11 Jan. 2017

Funding Shocks and Banks' Credit Reallocation

S. Ongena, O. De Jonghe, H. Dewachter, K. Muliera, G. Schepens
Roundups
1 Dec. 2016

The Choice of Valuation Techniques in Practice: Education versus Profession

K. Nyborg, L. Mukhlynina
Roundups
1 Nov. 2016

Optimizing Replicating Portfolios for the Life Insurance Industry

K. Schmedders, M. Adelmann, L. Fernandez Arjona, J. Mayer
Roundups
3 Oct. 2016

The Social Bubble Hypothesis: Why Economic Downturns Are Unavoidable

D. Sornette, S. Claudio Lera
Roundups
1 Sept. 2016

Do Variance Aftereffects Distort Risk Perception?

T. Berrada, E. Payzan-LeNestour, B. W. Balleine, and J. Pearson
Roundups
1 Aug. 2016

‘Too Interconnected to Fail’? Regulating Crucial Utilities

J. Rochet, G. Roger
Roundups
1 July 2016

SFI Practitioner Roundups Magazine Summer 2016

D. Filipović, M. Habib, T. Hens, S. Malamud, L. Mancini, A. Plazzi, K. Schmedders
Roundups
30 June 2016

Birds of a Feather—Do Hedge Fund Managers Flock Together?

A. Plazzi, M. Gerritzen, and J. C. Jackwerth
Roundups
1 June 2016

Mean-Variance and the Carry Trade—An Ideal Match?

F. Ackermann, W. Pohl, K. Schmedders
Roundups
1 May 2016

Do Mutual Fund Fees Reduce Investor Returns?

M. Habib, D. B. Johnsen
Roundups
1 April 2016

How Do ETFs Influence Financial Markets?

S. Malamud
Roundups
1 March 2016

Is There "Swissness" in Investment Behavior?

T. Hens, K. Bachmann
Roundups
1 Feb. 2016

Taming Volatility: A New Perspective on Variance Swaps

D. Filipović, L. Mancini, E. Gourier
Roundups
1 Jan. 2016
Contact Us
Get in Touch with Us Here
Newsletter
Get the Latest News Here