N°15-09: Noisy Arrow-Debreu Equilibria, S. Malamud, 2015.
S. Malamud
Working Papers
25 jan. 2015
N°11-25: Value Reporting and Firm Performance: Evidence from Switzerland, F. Eugster, and A. F. Wagner, 2011.
A. Wagner, F. Eugster
Working Papers
25 jan. 2015
N°15-08: Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model, M. Leippold and N. Vasiljevic, 2015.
M. Leippold, N. Vasiljevic
Working Papers
21 jan. 2015
N°15-07: Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders, T. Kaizoji, M. Leiss, A. I. Saichev, and D. Sornette, 2015.
D. Sornette, T. Kaizoji, M. Leiss, A. I. Saichev
Working Papers
19 jan. 2015
N°15-06: Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices, Y. Sato, 2015.
Y. Sato
Working Papers
16 jan. 2015
N°15-05: Strong Bubbles and Strict Local Martingales, M. Herdegen and M. Schweizer, 2015.
M. Schweizer, M. Herdegen
Working Papers
11 jan. 2015
N°15-04: Short Term Debt and Bank Liability Structure, N. Klimenko and S. Moreno-Bromberg, 2015.
N. Klimenko and S. Moreno-Bromberg
Working Papers
10 jan. 2015
N°15-03: Innovation, Delegation, and Asset Price Swings, Y. Sato, 2015.
Y. Sato
Working Papers
8 jan. 2015
N°15-02: When Managers Change Their Tone, Analysts and Investors Change Their Tune
A. Wagner, M. Druz, I. Petzev, R. J. Zeckhauser
Working Papers
5 jan. 2015
N°15-01: Moral Commitment: Does it Reduce or Enhance the Response to Social Norms? Evidence from an Experiment on Earnings Management
A. Wagner, R. Gibson , C. Tanner
Working Papers
1 jan. 2015
N°11-12: Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up
A. Wagner, C. Wenk
Working Papers
1 jan. 2015
N°14-72: High-Resilience Limits of Block-Shaped Order Books, J. Kallsen and J. Muhle-Karbe, 2014.
J. Kallsen and J. Muhle-Karbe
Working Papers
1 jan. 2014
N°14-71: Risk Adjusted Time Series Momentum, M. Dudler, B. Gmuer, and S. Malamud, 2014.
S. Malamud, M. Dudler, B. Gmuer
Working Papers
1 jan. 2014
N°14-36: Price Discovery through Options, S. Malamud, 2014.
S. Malamud
Working Papers
1 jan. 2014
N°14-35: Corporate Saving in Global Rebalancing, P. Bacchetta and K. Benhima, 2014.
P. Bacchetta, K. Benhima
Working Papers
1 jan. 2014