Beta Arbitrage Strategies: When do They Work, and Why?
T. Berrada, G. Oderda, R. J. Messikh and O. Pictet
Academic Publications
1 jan. 2015
Best-Estimates in Bond Markets with Reinvestment Risks
M. Wüthrich, A. MacKay
Academic Publications
1 jan. 2015
Best-Estimate Claims Reserves in Incomplete Markets
M. Wüthrich, S. Happ, M. Merz
Academic Publications
1 jan. 2015
Bernoulli and Tail-Dependence Compatibility
P. Embrechts, M. Hofert and R. Wang
Academic Publications
1 jan. 2015
Bank-Firm Relationships: A Review of the Implications for Firms and Banks in Normal and Crisis Times, in The Economics of Inter-firm Networks in Advances in Japanese Business and Economics Series
S. Ongena, H. Degryse, V. Ioannidou, ed. T. Watanabe, I. Uesugi, and A. Ono
Academic Publications
1 jan. 2015
Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis
S. Ongena, L. Chunshuo
Academic Publications
1 jan. 2015
Asymptotics for Fixed Transaction Costs
H. Soner, A. Altarovici, J. Muhle-Karbe
Academic Publications
1 jan. 2015
Asset Pricing with Arbitrage Activity
J. Hugonnier, R. Prieto
Academic Publications
1 jan. 2015
Are Institutions Informed About News?
N. Schürhoff, T. Hendershott, D. Livdan
Academic Publications
1 jan. 2015
Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data
D. Sornette, V. Filimonov
Academic Publications
1 jan. 2015
Analysis of Log-Periodic power Law Singularity Patterns in Time Series Related to Credit Risk
D. Sornette, J. H. Wosnitza
Academic Publications
1 jan. 2015
ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails
M. Paolella, P. Polak
Academic Publications
1 jan. 2015
Akkurate Messung der Portfoliorisiken im Pensionskassengeschäft
W. Farkas, S. Schmid
Academic Publications
1 jan. 2015
Aggregation-robustness and Model Uncertainty of Regulatory Risk Measures
P. Embrechts, B. Wang and R. Wang
Academic Publications
1 jan. 2015
A Theory of the Stakeholder Corporation
J. Rochet, M. Magill, M. Quinzii
Academic Publications
1 jan. 2015