N°24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering
D. Filipović, A. Goel, P. Pasricha
Working Papers
24 Jan 2024
N°24-06: Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Working Papers
23 Jan 2024
N°24-05: Investments and Asset Pricing in a World of Satisficing Agents
T. Berrada, P. Bossaerts, G. Ugazio
Working Papers
23 Jan 2024
Financial returns to household inventory management
L. Küng , S. R. Baker, S. Johnson
Academic Publications
23 Jan 2024
N°24-04: The Impact of Climate Engagement: A Field Experiment
J. Kölbel, F. Heeb
Working Papers
22 Jan 2024
N°24-03: Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Working Papers
22 Jan 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
11 Jan 2024
N°24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
D. Sornette, Y. Zhang
Working Papers
08 Jan 2024
N°24-01: An Intermediation-Based Model of Exchange Rates
S. Malamud, A. Schrimpf, Y. Zhang
Working Papers
08 Jan 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
04 Jan 2024
N°23-121: Large (and Deep) Factor Models
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
19 Dec 2023
N°23-120: Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023)
E. Nowak, T. Brade , H. Carstairs, M. B. Collins, R. Cosenza, J. Funk , I. M. McNicol, P. Meir , E. T. A. Mitchard, P. Nieto Quintano, S. S. Saatchi
Working Papers
04 Dec 2023
N°23-119: Universal Portfolio Shrinkage
S. Malamud, M. Pourmohammadi, F. Trojani, B. Kelly,
Working Papers
01 Dec 2023
N°23-118: The Supply of Cyber Risk Insurance
A. Kartasheva , M. Eling, D. Ning
Working Papers
27 Nov 2023
N°23-117: Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar
P. Bacchetta, J. S. Davis, E. van Wincoop
Working Papers
21 Nov 2023