N°18-18: Model-Free International Stochastic Discount Factors, M. Sandulescu, F. Trojani and A. Vedolin, 2018.
F. Trojani, M. Sandulescu, A. Vedolin
Working Papers
18 jan. 2018
Primes de risque dans le contexte du portefeuille
I. Chaieb, O. Scaillet, O. Ginguené
Roundups
17 jan. 2018
N°18-17: Why Do Large Investors Disclose Their Information? Y. LIU, 2018.
Y. Liu
Working Papers
17 jan. 2018
N°18-16: Agency Conflicts and Short- vs Long-Termism in Corporate Policies, S, Gryglewicz, S. Mayer and E. Morellec, 2018.
E. Morellec, S, Gryglewicz, S. Mayer
Working Papers
16 jan. 2018
N°18-15: The Conjunction Fallacy in Quantum Decision, T. Kovalenko and D. Sornette, 2018.
D. Sornette, T. Kovalenko
Working Papers
15 jan. 2018
N°18-14: An Intermediation-Based Model of Exchange, S. Malamud and A. Schrimpf, 2018.
S. Malamud, A. Schrimpf
Working Papers
14 jan. 2018
N°18-13: Inflation Risk Premia, Yield Volatility and Macro Factors, A. Berardi, A. Plazzi, 2018.
A. Plazzi, A. Berardi
Working Papers
13 jan. 2018
N°18-12: A General Equilibrium Appraisal of Capital Shortfall, E. Jondeau, S. G. Sahuc, 2018.
E. Jondeau, S. G. Sahuc
Working Papers
12 jan. 2018
N°18-11: Measuring the Capital Shortfall of Large U.S. Banks, E. Jondeau, A. Khalilzadeh, 2018.
E. Jondeau, A. Khalilzadeh
Working Papers
11 jan. 2018
N°18-10: Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans
K. DeGreiff, S. Ongena, M. D. Delis, M. Iosifidi
Working Papers
10 jan. 2018
N°18-09: Asian Option Pricing with Orthogonal Polynomials, S. Willems, 2018.
S. Willems
Working Papers
9 jan. 2018
N°18-08: Spanning Tests for Markowitz Stochastic Dominance, S. Arvanitis, O. Scaillet and N. Topaloglou, 2018.
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
8 jan. 2018
N°18-07: When Are Stocks Less Volatile in the Long Run?, E. Jondeau, Q. Zhang and X. Zhu, 2018.
E. Jondeau, Q. Zhang, X. Zhu
Working Papers
7 jan. 2018
N°18-06: Anonymous Lending and Rollover Risk
L. Mancini, T. Dieler
Working Papers
6 jan. 2018
N°18-05: How is Liquidity Priced in Global Markets?
I. Chaieb, V. R. Errunza, H. Langlois
Working Papers
5 jan. 2018