N° 19-27: A Flexible Regime Switching Model for Asset Returns
M. Paolella, P. Polak, P. S. Walker
Working Papers
17 mai 2019
N° 19-26: Insurance: Models, Digitalization, and Data Science
H. Albrecher, D. Filipović, P. Koch-Medina, A. Bommier, S. Loisel, H. Schmeiser
Working Papers
7 mai 2019
N° 19-25: The Fair Reward Problem: The Illusion of Success and How to Solve It
D. Sornette, S. Wheatley, P. Cauwels
Working Papers
26 avr. 2019
N° 19-24: Crude Awakening: Oil Prices and Bond Returns
E. Jondeau, Y. Wang , Q. Zhang, X. Zhu
Working Papers
17 avr. 2019
N° 19-23: Strategic Trading as a Response to Short Sellers
F. Franzoni, R. Tubaldi, M. Di Maggio, M. Massa
Working Papers
11 avr. 2019
N° 19-22: Rapidly Evolving Technologies and Startup Exits
L. Frésard, D. Bowen, G. Hoberg
Working Papers
11 avr. 2019
N° 19-21: Short-Term Debt and Incentives for Risk-Taking
E. Morellec, M. Della Seta, F. Zucchi
Working Papers
11 avr. 2019
N° 19-20: Arbitrage Free Dispersion
F. Trojani, P. Orlowski, A. Sali
Working Papers
11 avr. 2019
N° 19-19: Consumer Protection and the Design of the Default Option of a Pan-European Pension Product
F. Trojani, A. Berardi, C. Tebaldi
Working Papers
10 avr. 2019
N° 19-18: Saddlepoint Approximations for Spatial Panel Data Models
O. Scaillet, C. Jiang, D. L. Vecchia, E. Ronchetti
Working Papers
24 mars 2019
N° 19-17: Ross Recovery with Time Series Information and Economic Constraints
P. Schneider
Working Papers
23 mars 2019
N° 19-16: ESG Investing: From Sin Stocks to Smart Beta
E. Jondeau, F. Alessandrini
Working Papers
22 mars 2019
N° 19-15: The Keys of Predictability: A Comprehensive Study
G. Barone-Adesi, A. Mira, M. Pisati
Working Papers
21 mars 2019
N° 19-14: The Impact of Venture Capital Screening
R. Abuzov
Working Papers
20 mars 2019
N°19-13: Low-carbon Mutual Funds
A. Wagner, M. Ceccarelli, S. Ramelli
Working Papers
19 mars 2019