N°17-34: A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises), D. Smug, D. Sornette and P. Ashwin, 2017.
D. Sornette, D. Smug, P. Ashwin
Working Papers
3 fév. 2017
N°17-33: Super-Exponential RE Bubble Model with Efficient Crashes, J. L. Kreuser and D. Sornette, 2017.
D. Sornette, J. L. Kreuser
Working Papers
2 fév. 2017
N°17-32: The Sovereign Debt Crisis: Flights or Freezes?
P. Östberg, T. Richter
Working Papers
1 fév. 2017
N°17-31: Earning investor trust: The role of past earnings management, F. Eugstery, A. F. Wagner, 2017.
A. Wagner, F. Eugstery
Working Papers
31 jan. 2017
N°17-30: Relationship Trading in OTC Markets, T. Hendershott, D. Li, D. Livdan and N. Schürhoff, 2017.
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Working Papers
30 jan. 2017
N°17-29: Dynamic Mean-Variance Optimisation Problems with Deterministic Information, M. Schweizer, D. Zivoi, and M. Sikic, 2017.
M. Schweizer, D. Zivoi, M. Sikic
Working Papers
29 jan. 2017
Nº 17-28: An Evolutionary Finance Model with Short Selling and Endogenous Asset Supply
T. Hens, R. Amir , S. Belkov, I. V. Evstigneev
Working Papers
28 jan. 2017
N°17-27: Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles, D. Sornette, P. Cauwels, and G. Smilyanov, 2017.
D. Sornette, P. Cauwels, G. Smilyanov
Working Papers
27 jan. 2017
N°17-26: An Evolutionary Finance Model with a Risk-Free Asset
T. Hens, S. Belkov, I. V. Evstigneev
Working Papers
26 jan. 2017
N°17-25: The Sovereign Money Initiative in Switzerland: An Assessment, P. Bacchetta, 2017.
P. Bacchetta
Working Papers
25 jan. 2017
N°17-24: A Sovereign Wealth Fund for Switzerland, R. Senner and D. Sornette, 2017.
D. Sornette, R. Senner
Working Papers
24 jan. 2017
N°17-23: Predicting Financial Market Crashes Using Ghost Singularities, D. Smug, P. Ashwin, and D. Sornette, 2017.
D. Sornette, D. Smug and P. Ashwin
Working Papers
23 jan. 2017
N°17-22: The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds, R. Senner and D. Sornette, 2017.
D. Sornette, R. Senner
Working Papers
22 jan. 2017
N°17-21: Uniform Integrability of a Single Jump Local Martingale With State-Dependent Characteristics, M. Schatz and D. Sornette, 2017.
D. Sornette, M. Schatz
Working Papers
21 jan. 2017
N°17-20: Margin Requirements and Evolutionary Asset Pricing, A. Sokko and K. R. Schenk-Hoppé, 2017.
A. Sokko and K. R. Schenk-Hoppé
Working Papers
20 jan. 2017