N°16-28: Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks, U. Birchler, R. Hegglin, M, R. Reichenecker, and A. F. Wagner, 2016.
A. Wagner, R. Hegglin and R. Reichenecker
Working Papers
27 avr. 2016
N°16-27: High Frequency House Price Indexes with Scarce Data, C. Bourassa and M. Hoesli, 2016.
M. Hoesli, C. Bourassa
Working Papers
25 avr. 2016
N°16-26: Dynamic Principal-Agent Models, P. Renner and K. Schmedders, 2016.
K. Schmedders, P. Renner
Working Papers
23 avr. 2016
N°16-25: Replicating Portfolio Approach to Capital Calculation, M. Cambou and D. Filipovic, 2016.
D. Filipović, M. Cambou
Working Papers
21 avr. 2016
N°16-24: Why Does Fast Loan Growth Predict Poor Performance for Banks?, R. Fahlenbrach, R. Prilmeier, and R. M. Stulz, 2016.
R. Fahlenbrach
Working Papers
19 avr. 2016
N°16-23: On the Relation Between Linearity- Generating Processes and Linear- Rational Models, D. Filipovic, M. Larsson, and A. B. Trolle, 2016.
D. Filipović, A. Trolle, M. Larsson
Working Papers
17 avr. 2016
N°16-22: Equity is Cheap for Large Financial Institutions, P. Gandhi, H. N. Lustig, and A. Plazzi, 2016.
A. Plazzi, P. Gandhi and H. N. Lustig
Working Papers
10 avr. 2016
N°16-21: Price Impact of Aggressive Liquidity Provision, R. Gencay, S. Mahmoodzadeh, J. Rojcek, and M. C. Tseng, 2016.
J. Rojcek, and M. C. Tseng
Working Papers
5 avr. 2016
N°16-20: Real Estate Company Reactions to Financial Market Regulation, M. Hoesli, S. Milcheva, and A. Moss, 2016.
M. Hoesli, S. Milcheva and A. Moss
Working Papers
1 avr. 2016
N°16-19: Rollover Traps, E. Morellec, M. D. Seta, and F. Zucchi, 2016.
E. Morellec, M. D. Seta and F. Zucchi
Working Papers
29 mars 2016
N°16-18: Corporate Policies with Permanent and Transitory Shocks, J.-P. Decamps, S. Gryglewicz, E. Morellec, and S. Villeneuve, 2016.
E. Morellec, S. Gryglewicz and S. Villeneuve
Working Papers
27 mars 2016
N°16-17: Empty Creditors and Strong Shareholders: The Real Effects of Credit Risk Trading, S. Colonnello, M. Efing, and F. Zucchi, 2016.
S. Colonnello, M. Efing, and F. Zucchi
Working Papers
25 mars 2016
N°16-16: The Quality-Assuring Role of Mutual Fund Advisory Fees, M. A. Habib and D. B. Johnsen, 2016.
M. Habib, D. B. Johnsen
Working Papers
23 mars 2016
N°16-15: Discrete-Time Option Pricing with Stochastic Liquidity, M. Leippold and S. Schärer, 2016.
M. Leippold, S. Schärer
Working Papers
21 mars 2016
N°16-14: A Bayesian Estimate of the Pricing Kernel, G. Barone-Adesi, C. Legnazzi, and A. Mira, 2016.
G. Barone-Adesi, C. Legnazzi, and A. Mira
Working Papers
19 mars 2016