Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Prices
D. Sornette, V. Filimonov, D. Bicchetti, N. Maystre
Academic Publications
1 jan. 2014
Upcoming
Preemptive Bidding, Target Resistance and Takeover Premiums
T. Dimopoulos, S. Sacchetto
Academic Publications
1 jan. 2014
Population Dynamics with Nonlinear Delayed Carrying Capacity
D. Sornette, V.I. Yukalov, E.P. Yukalova
Academic Publications
1 jan. 2014
Physics and Financial Economics (1776-2014): Puzzles, Ising and agent-based models
D. Sornette
Academic Publications
1 jan. 2014
Upcoming
Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk
N. Schürhoff, S. de Treville, L. Trigeorgis, and, B. Avanzi
Academic Publications
1 jan. 2014
Upcoming
Optimal Dividend Policy with Random Interest Rates
J. Rochet, H. Soner, E. Akyildirim, E. Güney
Academic Publications
1 jan. 2014
Upcoming
Opacity in Financial Markets
Y. Sato
Academic Publications
1 jan. 2014
On the Strategic Value of Risk Management
J. Rochet, T.O. Léautier
Academic Publications
1 jan. 2014
Upcoming
N°14-72: High-Resilience Limits of Block-Shaped Order Books, J. Kallsen and J. Muhle-Karbe, 2014.
J. Kallsen and J. Muhle-Karbe
Working Papers
1 jan. 2014
N°14-71: Risk Adjusted Time Series Momentum, M. Dudler, B. Gmuer, and S. Malamud, 2014.
S. Malamud, M. Dudler, B. Gmuer
Working Papers
1 jan. 2014
N°14-36: Price Discovery through Options, S. Malamud, 2014.
S. Malamud
Working Papers
1 jan. 2014
N°14-35: Corporate Saving in Global Rebalancing, P. Bacchetta and K. Benhima, 2014.
P. Bacchetta, K. Benhima
Working Papers
1 jan. 2014
N°14-34: Optimal Exchange Rate Policy in a Growing Semi-Open Economy, P. Bacchetta and K. Benhima, and Y. Kalantzis, 2014.
P. Bacchetta, K. Benhima, and Y. Kalantzis
Working Papers
1 jan. 2014
N°14-33: The Perennial Challenge to Abolish Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks, S. C. Moenninghoff, S. Ongena, and A. Wieandt, 2014.
S. Ongena, S. C. Moenninghoff and A. Wieandt
Working Papers
1 jan. 2014
Upcoming
N°14-32: Multifamily Residential Asset and Space Markets and Linkages with the Economy, A. Chaney and M. Hoesli, 2014.
M. Hoesli, A. Chaney
Working Papers
1 jan. 2014
Upcoming