Nº 22-04: Strategic Complementarity and Substitutability of Investment Strategies
T. Hens, N. Doskov, K. R. Schenk-Hoppé
Working Papers
5. Jan. 2022
Nº 22-03: Accelerated American Option Pricing with Deep Neural Networks
U. Ulrych, D. Anderson
Working Papers
4. Jan. 2022
Nº 22-02: Sustainable Finance Literacy and the Determinants of Sustainable Investing
M. Leippold, M. Filippini, T. Wekhof
Working Papers
3. Jan. 2022
Nº 22-01: How Cheap Talk in Climate Disclosures Relates to Climate Initiatives, Corporate Emissions, and Reputation Risk
M. Leippold, J. a. Bingler, M. Kraus, N. Webersinke
Working Papers
2. Jan. 2022
Nº 21-97: Why Do Firms Issue Green Bonds?
J. Rochet, J. X. Daubanes, S. F. Mitali
Working Papers
20. Dez. 2021
Nº 21-96: A Model of Financial Bubbles and Drawdowns with Non-Local Behavioral Self-Referencing
D. Sornette, Y. Malevergne, R. Wei
Working Papers
17. Dez. 2021
Nº 21-95: Machine Learning for Predicting Stock Return Volatility
D. Filipović, A. Khalilzadeh
Working Papers
16. Dez. 2021
Nº 21-94: Bubbles for Fama from Sornette
D. Sornette, D. Zhao
Working Papers
15. Dez. 2021
Nº 21-93: Mean-Covariance Robust Risk Measurement
D. Filipović, V. A. Nguyen, S.Shafieezadeh-Abadeh, D. Kuhn
Working Papers
14. Dez. 2021
Nº 21-92: Privacy Laws and Value of Personal Data
R. Mihet, M. Canayaz, I. Kantorovitch, S. Abis, H. Tang
Working Papers
8. Dez. 2021
Nº 21-91: Building Benchmark Portfolios with Decreasing Carbon Footprints
E. Jondeau, B. Mojon, L. A. Pereira da Silva
Working Papers
7. Dez. 2021
Nº 21-90: The Virtue of Complexity in Return Prediction
S. Malamud, B. Kelly, K. Zhou
Working Papers
6. Dez. 2021
Nº 21-89: Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
M. Hoesli, L. Johner
Working Papers
3. Dez. 2021
Nº 21-88: Deep Hedging under Rough Volatility
J. Teichmann, B. Horvath, Z. Zuric
Working Papers
1. Dez. 2021
Nº 21-87: Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data
A. Goyal, A. Subrahmanyam, B. Swaminathan
Working Papers
30. Nov. 2021