N°14-16: Rebalancing with Linear and Quadratic Costs, R. Liu, J. Muhle-Karbe, and M. Weber, 2014.
R. Liu, J. Muhle-Karbe, and M. Weber
Working Papers
1 Jan. 2014
Upcoming
N°14-15: Linear-Rational Term Structure Models, D. Filipovic, M. Larsson, and A. Trolle, 2014.
D. Filipović, A. Trolle, M. Larsson
Working Papers
1 Jan. 2014
Upcoming
N°14-14: Information Processing and Non-Bayesian Learning in Financial Markets, S. Schraeder, 2014.
S. Schraeder
Working Papers
1 Jan. 2014
Upcoming
N°14-13: The Impact of Foreign Bank Presence on Foreign Direct Investment in China, S. Ongena, S. Qi, and S. Qin, 2014.
S. Ongena, S. Qi, and S. Qin
Working Papers
1 Jan. 2014
N°14-12: Do Underpriced Firms Innovate Less?, G. Parise, 2014.
G. Parise
Working Papers
1 Jan. 2014
Upcoming
N°14-11: Financing Asset Sales and Business Cycles, M. Arnold, D. Hackbarth, and T. X. Puhan, 2014.
M. Arnold, D. Hackbarth, and T. X. Puhan
Working Papers
1 Jan. 2014
Upcoming
N°14-10: Exchange Risk and Market Integration, I. Chaieb and V. Errunza, 2014.
I. Chaieb, V. Errunza
Working Papers
1 Jan. 2014
Upcoming
N°14-09: Portfolio Delegation and Market Efficiency, S. Malamud and E. Petrov, 2014.
S. Malamud, E. Petrov
Working Papers
1 Jan. 2014
Upcoming
N°14-08: Portfolio Selection with Options and Transaction Costs, S. Malamud, 2014.
S. Malamud
Working Papers
1 Jan. 2014
Upcoming
N°14-07: Toward a Unified Framework of Credit Creation, S. Von Der Becke and D. Sornette, 2014.
D. Sornette, S. Von Der Becke
Working Papers
1 Jan. 2014
Upcoming
N°14-06: Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations, D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura, 2014.
D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Working Papers
1 Jan. 2014
Upcoming
N°14-05: Long/Short Equity Hedge Funds and Systematic Ambiguity, R. Gibson Brandon and N. Ryabkov, 2014.
R. Gibson Brandon, N. Ryabkov
Working Papers
1 Jan. 2014
Upcoming
N°14-04: Financing Investment: The Choice between Bonds and Bank Loans, E. Morellec, P. Valta, and A. Zhdanov, 2014.
E. Morellec, P. Valta, A. Zhdanov
Working Papers
1 Jan. 2014
Upcoming
N°14-03: Capital Adequacy Tests and Limited Liability of Financial Institutions, P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari, 2014.
P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari
Working Papers
1 Jan. 2014
Upcoming
N°14-02: Liquidity and Investment Horizon, V. Vovchak, 2014.
V. Vovchak
Working Papers
1 Jan. 2014
Upcoming