Scientific Research Measures
L. Mancini, M. Frittelli and I. Peri
Academic Publications
1. Jan. 2016
Risky Utilities, Economic Theory
J. Rochet, G. Roger
Academic Publications
1. Jan. 2016
Reinsurance: Actuarial and Financial Aspects (Statistics in Practice)
H. Albrecher, J. Teugels
Academic Publications
1. Jan. 2016
Quantum Probability and Quantum Decision Making
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2016
Quadratic Variance Swap Models
D. Filipović, L. Mancini, E. Gourier
Academic Publications
1. Jan. 2016
Polynomial Preserving Diffusions and Applications in Finance
D. Filipović, M. Larsson
Academic Publications
1. Jan. 2016
News Dissemination and Investor Attention
F. Degeorge, R. Boulland and E. Ginglinger
Academic Publications
1. Jan. 2016
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
G. Barone-Adesi, N. Carcano
Academic Publications
1. Jan. 2016
Model Uncertainty and Scenario Aggregation
D. Filipović, M. Cambou
Academic Publications
1. Jan. 2016
Liquidation with Self-Exciting Price Impact
T. Cayé and J. Muhle-Karbe
Academic Publications
1. Jan. 2016
Jumps in High-Frequency Data: Spurious Detections, Dynamics and News
O. Scaillet, P. Bajgrowicz and A. Treccani
Academic Publications
1. Jan. 2016
Insider Trading, Stochastic Liquidity, and Equilibrium Prices
P. Collin-Dufresne, V. Fos
Academic Publications
1. Jan. 2016