Nº 21-92: Privacy Laws and Value of Personal Data
R. Mihet, M. Canayaz, I. Kantorovitch, S. Abis, H. Tang
Working Papers
8 déc. 2021
Nº 21-91: Building Benchmark Portfolios with Decreasing Carbon Footprints
E. Jondeau, B. Mojon, L. A. Pereira da Silva
Working Papers
7 déc. 2021
Nº 21-90: The Virtue of Complexity in Return Prediction
S. Malamud, B. Kelly, K. Zhou
Working Papers
6 déc. 2021
Nº 21-89: Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
M. Hoesli, L. Johner
Working Papers
3 déc. 2021
Nº 21-88: Deep Hedging under Rough Volatility
J. Teichmann, B. Horvath, Z. Zuric
Working Papers
1 déc. 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
Nº 21-83: Structured Additive Regression and Tree Boosting
M. Hoesli, M. Mayer, S. C. Bourassa, D. Scognamiglio
Working Papers
26 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
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
Nº 21-79: Does Board Overlap Promote Coordination Between Firms?
H. Hau, H. Geng, R. Michaely, B. Nguyen
Working Papers
22 nov. 2021
Nº 21-78: Optimal Investment and Equilibrium Pricing under Ambiguity
P. Schneider, M. Anthropelos
Working Papers
17 nov. 2021