Intrinsic Risk Measure: The More Direct Path to the Acceptance Set
W. Farkas, A. Smirnow
Roundups
11 Jan 2017
Funding Shocks and Banks' Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Muliera, G. Schepens
Roundups
01 Dec 2016
The Choice of Valuation Techniques in Practice: Education versus Profession
K. Nyborg, L. Mukhlynina
Roundups
01 Nov 2016
Optimizing Replicating Portfolios for the Life Insurance Industry
K. Schmedders, M. Adelmann, L. Fernandez Arjona, J. Mayer
Roundups
03 Oct 2016
The Social Bubble Hypothesis: Why Economic Downturns Are Unavoidable
D. Sornette, S. Claudio Lera
Roundups
01 Sep 2016
Do Variance Aftereffects Distort Risk Perception?
T. Berrada, E. Payzan-LeNestour, B. W. Balleine, and J. Pearson
Roundups
01 Aug 2016
‘Too Interconnected to Fail’? Regulating Crucial Utilities
J. Rochet, G. Roger
Roundups
01 Jul 2016
SFI Practitioner Roundups Magazine Summer 2016
D. Filipović, M. Habib, T. Hens, S. Malamud, L. Mancini, A. Plazzi, K. Schmedders
Roundups
30 Jun 2016
Birds of a Feather—Do Hedge Fund Managers Flock Together?
A. Plazzi, M. Gerritzen, and J. C. Jackwerth
Roundups
01 Jun 2016
Mean-Variance and the Carry Trade—An Ideal Match?
F. Ackermann, W. Pohl, K. Schmedders
Roundups
01 May 2016
Do Mutual Fund Fees Reduce Investor Returns?
M. Habib, D. B. Johnsen
Roundups
01 Apr 2016
How Do ETFs Influence Financial Markets?
S. Malamud
Roundups
01 Mar 2016
Is There "Swissness" in Investment Behavior?
T. Hens, K. Bachmann
Roundups
01 Feb 2016
Taming Volatility: A New Perspective on Variance Swaps
D. Filipović, L. Mancini, E. Gourier
Roundups
01 Jan 2016
SFI Practitioner Roundups Magazine Winter 2015/16
F. Degeorge, D. Filipović, F. Kübler, S. Ongena, M. Hoesli, Ch. L. Culp, K. Schmedders
Roundups
31 Dec 2015