Publications

N°14-01: Corporate Cash and Employment, P. Bacchetta, K. Benhima, and C. Poilly, 2014.

P. Bacchetta, K. Benhima, and C. Poilly
Working Papers
1 Jan. 2014
Upcoming

New Approach to Modeling Symbiosis in Biological and Social Systems

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

Mythes, Réalités et Objectif Général des Transactions à Haute Fréquence

D. Sornette, V. Filimonov
Academic Publications
1 Jan. 2014
Upcoming

Money and Liquidity in Financial Markets

K. Nyborg, P. Östberg
Academic Publications
1 Jan. 2014

Model Risk in Portfolio Optimization

M. Wüthrich, D. Stefanovits, U. Schubiger
Academic Publications
1 Jan. 2014
Upcoming

Microtransition Cascades to Percolation

D. Sornette, W. Chen, M. Schröder, R. M. D'Souza and J. Nagler,
Academic Publications
1 Jan. 2014
Upcoming

Martingale Optimal Transport and Robust Hedging in Continuous Time

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

Market Frictions and Corporate Finance: an Overview Paper

J. Rochet, S. Moreno-Bromberg
Academic Publications
1 Jan. 2014
Upcoming

Manipulating Decision Making of Typical Agents, IEEE Transactions on Systems, Man and Cybernetics

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

Les Bulles Immobilières et Leurs Conséquences Economiques – Le Cas de Genève Autour de 1990, in L'Economie au Service des Citoyens – Essais en Mémoire

P. Tschopp et C. Pasche, ed. Beat Bürgenmeier
Academic Publications
1 Jan. 2014
Upcoming

Investors' Expectations, Management Fees and the Underperformance of Mutual Funds

D. Sornette, A. Hüsler, Y. Malevergne
Academic Publications
1 Jan. 2014

Invariant Manifolds with Boundary for Jump-diffusions

D. Filipović, J. Teichmann, S. Tappe
Academic Publications
1 Jan. 2014
Upcoming

Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility

A. Mele, Y. Obayashi
Academic Publications
1 Jan. 2014

Information Percolation in Segmented Markets

S. Malamud, D. Duffie and G. Manso
Academic Publications
1 Jan. 2014
Upcoming

Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration

D. Sornette, W. Yan and R. Woodard
Academic Publications
1 Jan. 2014
Upcoming
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