Publications

Preference Reversal in Quantum Decision Theory

D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2015

Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns

D. Sornette, V. Filimonov
Academic Publications
1 jan. 2015

Positive Operator-Valued Measures in Quantum Decision Theory

D. Sornette, V.I. Yukalov, eds. H. Atmanspacher et al.
Academic Publications
1 jan. 2015

Parameter Reduction in Log-Normal Chain-Ladder Models

M. Wüthrich, R. Verrall
Academic Publications
1 jan. 2015

Option Pricing and Hedging with Small Transaction Costs

J. Kallsen and J. Muhle-Karbe
Academic Publications
1 jan. 2015

Optimal Liquidity Provision

C. Kühn and J. Muhle-Karbe
Academic Publications
1 jan. 2015

Opaque Financial Intermediation

Y. Sato, eds. Kameda K., Nakata M., Nakahigashi M., and N. Yoshino
Academic Publications
1 jan. 2015

On the Determinants of Household Debt Maturity Choice

T. Hens, W. Breuer, A. J. Salzmann, and M. Wang
Academic Publications
1 jan. 2015

On Bounding Credit-Event Risk Premia

P. Collin-Dufresne, J. Bai, R. Goldstein, and J. Helwege
Academic Publications
1 jan. 2015

New Graphical Methods and Test Statistics for Testing Composite Normality

M. Paolella
Academic Publications
1 jan. 2015

Multivariate Asset Return Prediction with Mixture Models

M. Paolella
Academic Publications
1 jan. 2015

Multifamily Residential Asset and Space Markets and Linkages with the Economy

M. Hoesli, A. Chaney
Academic Publications
1 jan. 2015

More Than Money: Exploring the Role of Investment Advisors for Sustainable Investing

M. Chesney, F. Paetzold, T. Busch
Academic Publications
1 jan. 2015

Monetary Transmission and Regulatory Impacts: Empirical Evidence From the Post-Crisis Banking Literature, in The Handbook of Post Crisis Financial Modelling

S. Ongena, S. Jakovljevic, H. Degryse, ed. H. Emmanuel, P. Molyneux, J. Wilson, S. Fedotov, and M. Duygun
Academic Publications
1 jan. 2015

Monetary Policy, Risk-taking and Pricing: Evidence from a Quasi-natural Experiment

S. Ongena, I. Vasso and J. L. Peydró
Academic Publications
1 jan. 2015
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