Variance After-Effects Distort Risk Perception in Humans
T. Berrada, E.Payzan-LeNestour, B. W. Balleine, and J. Pearson
Academic Publications
6. Juni 2016
Parameter Learning in General Equilibrium: The Asset Pricing Implications
P. Collin-Dufresne, M. Johannes and L. A. Lochstoer
Academic Publications
1. März 2016
Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
L. Barras and A. Malkhozov
Academic Publications
5. Feb. 2016
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
A. Plazzi, E. Ghysels and R. Valkanov
Academic Publications
1. Jan. 2016
Why Don’t All Banks Practice Regulatory Arbitrage? Evidence From Usage of Trust-Preferred Securities
R. Fahlenbrach, N. M. Boyson and R. M. Stulz
Academic Publications
1. Jan. 2016
Valuations of options on discretely sampled variance
W. Farkas, G. Drimus and E. Gourier
Academic Publications
1. Jan. 2016
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
D. Filipović, H. Amini and A. Minca
Academic Publications
1. Jan. 2016
Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
P. Gagliardini, O. Scaillet, E. Ossola
Academic Publications
1. Jan. 2016
The Quality-Assuring Role of Mutual Fund Advisory Fees
M. Habib, D. B. Johnsen
Academic Publications
1. Jan. 2016
The Great Recession: A Self-Fulfilling Global Panic
P. Bacchetta, E. van Wincoop
Academic Publications
1. Jan. 2016
The General Structure of Optimal Investment and Consumption with Small Transaction Costs
J. Kallsen and J. Muhle-Karbe
Academic Publications
1. Jan. 2016
The Euro Interbank Repo Market
L. Mancini, A. Ranaldo, and J. Wrampelmeyer
Academic Publications
1. Jan. 2016
The Dynamics of Insurance Prices
J. Rochet, D. Henriet, N. Klimenko
Academic Publications
1. Jan. 2016
The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes
E. Nowak, T. Mahr and R. Rott
Academic Publications
1. Jan. 2016
Symmetric Thermal Optimal Path and Time-dependent Lead-lag Relationship: Novel Statistical Tests and Application to UK and US Real-estate and Monetary Policies
D. Sornette, H. Meng, W-Z. Zhou
Academic Publications
1. Jan. 2016