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Publications

Seven Proofs for the Subadditivity of Expected Shortfall

P. Embrechts, R. Wang
Academic Publications
1 jan. 2015

Role of Information in Decision Making of Social Agents

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

Robust Portfolios and Weak Incentives in Long-Run Investments

P. Guasoni, J. Muhle-Karbe, and H. Xing
Academic Publications
1 jan. 2015

Robust Hedonic Price Indexes

M. Hoesli, S.C. Bourassa, E. Cantoni
Academic Publications
1 jan. 2015

Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.

A. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
Academic Publications
1 jan. 2015

Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities

A. Mele, Y. Obayashi, and C. Shalen
Academic Publications
1 jan. 2015

Quantum Theory of Measurements As Quantum Decision Theory

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

Quantitative Risk Management: Concepts, Techniques and Tools

The most comprehensive treatment of the theoretical concepts and modelling techniques of quantitativ...
P. Embrechts, R. Frey and A. J. McNeil
Livres
1 jan. 2015

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
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