N° 19-26: Insurance: Models, Digitalization, and Data Science
H. Albrecher, D. Filipović, P. Koch-Medina, A. Bommier, S. Loisel, H. Schmeiser
Working Papers
7. Mai 2019
N° 19-25: The Fair Reward Problem: The Illusion of Success and How to Solve It
D. Sornette, S. Wheatley, P. Cauwels
Working Papers
26. Apr. 2019
N° 19-24: Crude Awakening: Oil Prices and Bond Returns
E. Jondeau, Y. Wang , Q. Zhang, X. Zhu
Working Papers
17. Apr. 2019
N° 19-23: Strategic Trading as a Response to Short Sellers
F. Franzoni, R. Tubaldi, M. Di Maggio, M. Massa
Working Papers
11. Apr. 2019
N° 19-22: Rapidly Evolving Technologies and Startup Exits
L. Frésard, D. Bowen, G. Hoberg
Working Papers
11. Apr. 2019
N° 19-21: Short-Term Debt and Incentives for Risk-Taking
E. Morellec, M. Della Seta, F. Zucchi
Working Papers
11. Apr. 2019
N° 19-20: Arbitrage Free Dispersion
F. Trojani, P. Orlowski, A. Sali
Working Papers
11. Apr. 2019
N° 19-19: Consumer Protection and the Design of the Default Option of a Pan-European Pension Product
F. Trojani, A. Berardi, C. Tebaldi
Working Papers
10. Apr. 2019
N° 19-18: Saddlepoint Approximations for Spatial Panel Data Models
O. Scaillet, C. Jiang, D. L. Vecchia, E. Ronchetti
Working Papers
24. März 2019
N° 19-17: Ross Recovery with Time Series Information and Economic Constraints
P. Schneider
Working Papers
23. März 2019
N° 19-16: ESG Investing: From Sin Stocks to Smart Beta
E. Jondeau, F. Alessandrini
Working Papers
22. März 2019
N° 19-15: The Keys of Predictability: A Comprehensive Study
G. Barone-Adesi, A. Mira, M. Pisati
Working Papers
21. März 2019
N° 19-14: The Impact of Venture Capital Screening
R. Abuzov
Working Papers
20. März 2019
N°19-13: Low-carbon Mutual Funds
A. Wagner, M. Ceccarelli, S. Ramelli
Working Papers
19. März 2019
N° 19-12: Owners' Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms, E. Lyandres, R. Michaely, M. T. Marchica, and R. Mura, 2019.
R. Michaely, E. Lyandres, M. T. Marchica, R. Mura
Working Papers
13. März 2019