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Publications

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

Simulating Security Returns: A Filtered Historical Simulation Approach

Practitioners in risk management are familiar with the use of the FHS (filtered historical simulatio...
G. Barone-Adesi
Books
1 Jan. 2014

Self-organization in Complex Systems as Decision Making

D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Upcoming

Role of Information in Decision Making of Social Agents, with V.I. Yukalov, International Journal of Information Technology & Decision Making

D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Upcoming

Robust Hedging with Proportional Transaction Costs

H. Soner, Y. Dolinsky
Academic Publications
1 Jan. 2014
Upcoming

Risk Preferences Around the World

T. Hens, M.O. Rieger, M. Wang
Academic Publications
1 Jan. 2014
Upcoming

Rethinking the Regulatory Treatment of Securitization

J. Rochet, V. Cerasi
Academic Publications
1 Jan. 2014
Upcoming

Reinsurance or Securitization: The Case of Natural Catastrophe Risk

M. Habib, R. Gibson Brandon, A. Ziegler
Academic Publications
1 Jan. 2014
Upcoming

Rating-Based Investment Practices and Bond Market Segmentation

N. Schürhoff, Z. Chen, A. Lookman, A.A. Schürhoff, and D. Seppi
Academic Publications
1 Jan. 2014
Upcoming

Quantum Probabilities and Entanglement for Multimode Quantum Systems

D. Sornette, V. I. Yukalov, E. P. Yukalova
Academic Publications
1 Jan. 2014
Upcoming
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