Publications

Rating-Based Investment Practices and Bond Market Segmentation

N. Schürhoff, Z. Chen, A. Lookman, A.A. Schürhoff, and D. Seppi
Academic Publications
1 jan. 2014
Upcoming

Quantum Probabilities and Entanglement for Multimode Quantum Systems

D. Sornette, V. I. Yukalov, E. P. Yukalova
Academic Publications
1 jan. 2014
Upcoming

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
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