N°16-09: Quantum Decision Theory in Simple Risky Choices, M. Favre, H. Rudolf, D. Sornette, A. Wittwer, and, V. I. Yukalov, 2016.
D. Sornette, M. Favre, H. Rudolf, A. Wittwer, and V. I. Yukalov
Working Papers
29 fév. 2016
N°16-08: Resolving Persistent Uncertainty by Self-Organized Consensus to Mitigate Market Bubbles, S. Andraszewicz, R. O. Murphy, P. B. Rindler, D. Sanadgol, and D. Sornette, 2016.
D. Sornette, S. Andraszewicz, R. O. Murphy, P. B. Rindler and D. Sanadgol
Working Papers
27 fév. 2016
N°16-07: Employment Protection and Investment Opportunities, C. F. Loderer, U. Waelchli, and J. Zeller, 2016.
C. F. Loderer, U. Waelchli, and J. Zeller
Working Papers
23 fév. 2016
N°16-06: On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints, O. Scaillet, 2016.
O. Scaillet
Working Papers
21 fév. 2016
N°16-05: LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index, M. Balcilar, R. Gupta, Z. A. Ozdemir, D. Sornette, I. H. Yetkiner, and Q. Zhang, 2016.
D. Sornette, M. Balcilar, R. Gupta, Z. A. Ozdemir, I. H. Yetkiner, and Q. Zhang
Working Papers
15 fév. 2016
N°16-04: A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry, M. Adelmann, L. F. Arjona, J. Mayer, and K. Schmedders, 2016.
K. Schmedders, M. Adelmann, L. F. Arjona, J. Mayer
Working Papers
12 fév. 2016
N°16-03: Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles, M. Seyrich and D. Sornette, 2016.
D. Sornette, M. Seyrich
Working Papers
10 fév. 2016
N°16-02: Economically Consistent Valuations and Put-Call Parity, M. Herdegen and M. Schweizer, 2016.
M. Schweizer, M. Herdegen
Working Papers
5 fév. 2016
N°16-01: Measuring House Price Bubbles, Steven C. BOURASSA, Martin HOESLI, Elias OIKARINEN, 2016.
M. Hoesli, Steven C. BOURASSA and Elias OIKARINEN
Working Papers
1 jan. 2016
N°15-68: Financial Conglomerate Affiliated Hedge Funds: Risk Taking Behavior and Liquidity Transformation, F. Franzoni and M. Giannetti, 2015.
F. Franzoni, M. Giannetti
Working Papers
21 sept. 2015
N°15-65: How Do Investors and Firms React to a Large Unexpected Currency Appreciation Shock?
R. Fahlenbrach, P. Krüger, M. Efing, C. Herper
Working Papers
15 sept. 2015
N°15-64: The Pricing Kernel Density: The Case of the Information that Did Not Bark, G. Barone-Adesi and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
12 sept. 2015
N°15-68: Costs and Benefits of Financial Conglomerate Affiliation: Evidence from Hedge Funds, F. Franzoni and M. Giannetti, 2015.
F. Franzoni, M. Giannetti
Working Papers
10 sept. 2015
N°15-63: Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007-2009, P. Bacchetta and O. Merrouche, 2015.
P. Bacchetta, O. Merrouche
Working Papers
10 sept. 2015
N°15-67: The Granular Nature of Large Institutional Investors
F. Franzoni, I. Ben-David, R. Moussawi, J. Sedunov
Working Papers
9 sept. 2015