N°16-68: Data Analytics for Non-Life Insurance Pricing, M. V. Wüthrich and C. Buser, 2016.
M. Wüthrich, and C. Buser
Working Papers
18 nov. 2016
N°16-67: Machine Learning in Individual Claims Reserving, M. V. Wüthrich, 2016.
M. Wüthrich
Working Papers
17 nov. 2016
N°16-66: Collateral, Central Bank Repos, and Systemic Arbitrage, F. Fecht, K. G. Nyborg, J. Rocholl and J. Woschitz, 2016.
K. Nyborg, F. Fecht, J. Rocholl and J. Woschitz
Working Papers
16 nov. 2016
N°16-65: Intrinsic Risk Measures, W. Farkas and A. Smirnow, 2016.
W. Farkas, and A. Smirnow
Working Papers
15 nov. 2016
N°16-64: Exchange Traded Funds (ETFs), I. Ben-David, F. A. Franzoni and R. Moussawi, 2016.
F. Franzoni, I. Ben-David and R. Moussawi
Working Papers
14 nov. 2016
N°16-63: The Relevance of Broker Networks for Information Diffusion in the Stock Market, M. Di Maggio, F. Franzoni, A. Kermani and C. Sommavilla, 2016.
F. Franzoni, M. Di Maggio, A. Kermani and C. Sommavilla
Working Papers
13 nov. 2016
N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
G. Barone-Adesi, C. Legnazzi and C. Sala
Working Papers
12 nov. 2016
N°16-61: A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon, L. Lin, M. Schatz and D. Sornette, 2016.
D. Sornette, L. Lin, M. Schatz
Working Papers
11 nov. 2016
N°16-60: Sticky Expectations and the Profitability Anomaly, J.-P. Bouchaud, P. Krueger, A. Landier and D. Thesmar, 2016.
P. Krüger, J.-P. Bouchaud, A. Landier and D. Thesmar
Working Papers
10 nov. 2016
N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.
D. Ackerer and T. Vatter
Working Papers
6 oct. 2016
N°16-58: A Heterogeneous-Agent Foundation of the Representative-Agent Approach, S. Elmiger, 2016.
S. Elmiger
Working Papers
30 sept. 2016
N°16-57: Joint Lifetime Financial, Work and Health Decisions: Thrifty and Healthy Enough for the Long Run?, Y. Mesquida and P. St-Amour, 2016.
P. St-Amour, Y. Mesquida
Working Papers
27 sept. 2016
N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.
J. Rojcek
Working Papers
20 sept. 2016
N°16-55: Old-Age Provision: Past, Present, Future
H. Albrecher, P. Embrechts, D. Filipović, G. Harrison, P. Koch-Medina, S. Loisel, P. Vanini and J. Wagner
Working Papers
17 sept. 2016
N°16-54: Does Corporate Governance Matter? Evidence from the AGR Governance Rating, A. Plazzi and W.N. Torous, 2016.
A. Plazzi, U. Yilmaz, W.N. Torous
Working Papers
16 sept. 2016