Nº 22-11: Measuring and Stress-Testing Market-Implied Bank Capital
A. Fuster, E. Jondeau, M. Indergand
Working Papers
19 jan. 2022
Nº 22-10: Infrequent Random Portfolio Decisions in an Open Economy Model
P. Bacchetta, E. van Wincoop, E. R. Young
Working Papers
14 jan. 2022
Nº 22-09: Non-Standard Errors
O. Bashchenko, F. Franzoni, M. Leippold, N. Mano, R. Mihet, P. Östberg, M. Pelli, O. Scaillet, N. Schürhoff
Working Papers
12 jan. 2022
Nº 22-08: Tenant Industry Sector and European Listed Real Estate Performance
M. Hoesli, J. Muckenhaupt, B. Zhu
Working Papers
11 jan. 2022
Nº 22-07: Sparse and Stable International Portfolio Optimization and Currency Risk Management
U. Ulrych, R. Burkhardt
Working Papers
10 jan. 2022
Nº 22-06: Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics
T. Hens, F. Naebi
Working Papers
7 jan. 2022
Nº 22-05: Evolutionary Finance for Multi-Asset Investors
T. Hens, M. Schnetzer
Working Papers
6 jan. 2022
Nº 22-04: Strategic Complementarity and Substitutability of Investment Strategies
T. Hens, N. Doskov, K. R. Schenk-Hoppé
Working Papers
5 jan. 2022
Nº 22-03: Accelerated American Option Pricing with Deep Neural Networks
U. Ulrych, D. Anderson
Working Papers
4 jan. 2022
Nº 22-02: Sustainable Finance Literacy and the Determinants of Sustainable Investing
M. Leippold, M. Filippini, T. Wekhof
Working Papers
3 jan. 2022
Nº 22-01: How Cheap Talk in Climate Disclosures Relates to Climate Initiatives, Corporate Emissions, and Reputation Risk
M. Leippold, J. a. Bingler, M. Kraus, N. Webersinke
Working Papers
2 jan. 2022
Nº 21-97: Why Do Firms Issue Green Bonds?
J. Rochet, J. X. Daubanes, S. F. Mitali
Working Papers
20 déc. 2021
Nº 21-96: A Model of Financial Bubbles and Drawdowns with Non-Local Behavioral Self-Referencing
D. Sornette, Y. Malevergne, R. Wei
Working Papers
17 déc. 2021
Nº 21-95: Machine Learning for Predicting Stock Return Volatility
D. Filipović, A. Khalilzadeh
Working Papers
16 déc. 2021
Nº 21-94: Bubbles for Fama from Sornette
D. Sornette, D. Zhao
Working Papers
15 déc. 2021