Nº 21-91: Building Benchmark Portfolios with Decreasing Carbon Footprints
E. Jondeau, B. Mojon, L. A. Pereira da Silva
Working Papers
7 Dec. 2021
Nº 21-90: The Virtue of Complexity in Return Prediction
S. Malamud, B. Kelly, K. Zhou
Working Papers
6 Dec. 2021
Nº 21-89: Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
M. Hoesli, L. Johner
Working Papers
3 Dec. 2021
Nº 21-88: Deep Hedging under Rough Volatility
J. Teichmann, B. Horvath, Z. Zuric
Working Papers
1 Dec. 2021
Nº 21-87: Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data
A. Goyal, A. Subrahmanyam, B. Swaminathan
Working Papers
30 Nov. 2021
Nº 21-86: Picking Partners: Manager Selection in Private Markets
A. Goyal, S. Wahal, M. Deniz Yavuz
Working Papers
29 Nov. 2021
Nº 21-85: A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction II
A. Goyal, I. Welch, A. Zafirov
Working Papers
28 Nov. 2021
Nº 21-84: ESG news, future cash flows, and firm value
P. Krüger, F. Derrien, A. Landier, T. Yao
Working Papers
27 Nov. 2021
Optimal Financing with Tokens
E. Morellec, S. Gryglewicz, S. Mayer
Academic Publications
26 Nov. 2021
Nº 21-83: Structured Additive Regression and Tree Boosting
M. Hoesli, M. Mayer, S. C. Bourassa, D. Scognamiglio
Working Papers
26 Nov. 2021
The Price of Law: The Case of the Eurozone Collective Action Clauses
S. Ongena, E. Carletti, P. Colla, G. M. Gulati
Academic Publications
25 Nov. 2021
Nº 21-82: The Dynamics of Loan Sales and Lender Incentives
E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
25 Nov. 2021
Nº 21-81: CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective
P. Bacchetta, E. Perazzi
Working Papers
24 Nov. 2021
How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
R. Fahlenbrach, K. Rageth, R. Stulz
Academic Publications
24 Nov. 2021
Nº 21-80: Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
P. Bacchetta, M. Davenport, E. van Wincoop
Working Papers
23 Nov. 2021