Sovereign Debt Sustainability in Advanced Economies
M. Habib, J. Rochet, F. Collard
Academic Publications
1. Jan. 2015
Social Interaction at Work
P. Östberg, H. Hvide
Academic Publications
1. Jan. 2015
Shocks Abroad, Pain at Home? Bank-Firm-Level Evidence on the International Transmission of Financial Shocks
S. Ongena, J. L. Peydró, and N. van Horen
Academic Publications
1. Jan. 2015
Seven Proofs for the Subadditivity of Expected Shortfall
P. Embrechts, R. Wang
Academic Publications
1. Jan. 2015
Role of Information in Decision Making of Social Agents
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2015
Robust Portfolios and Weak Incentives in Long-Run Investments
P. Guasoni, J. Muhle-Karbe, and H. Xing
Academic Publications
1. Jan. 2015
Robust Hedonic Price Indexes
M. Hoesli, S.C. Bourassa, E. Cantoni
Academic Publications
1. Jan. 2015
Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.
A. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
Academic Publications
1. Jan. 2015
Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities
A. Mele, Y. Obayashi, and C. Shalen
Academic Publications
1. Jan. 2015
Quantum Theory of Measurements As Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2015
Preference Reversal in Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2015
Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns
D. Sornette, V. Filimonov
Academic Publications
1. Jan. 2015
Positive Operator-Valued Measures in Quantum Decision Theory
D. Sornette, V.I. Yukalov, eds. H. Atmanspacher et al.
Academic Publications
1. Jan. 2015
Parameter Reduction in Log-Normal Chain-Ladder Models
M. Wüthrich, R. Verrall
Academic Publications
1. Jan. 2015
Option Pricing and Hedging with Small Transaction Costs
J. Kallsen and J. Muhle-Karbe
Academic Publications
1. Jan. 2015