Investors' Expectations, Management Fees and the Underperformance of Mutual Funds
D. Sornette, A. Hüsler, Y. Malevergne
Academic Publications
1. Jan. 2014
Invariant Manifolds with Boundary for Jump-diffusions
D. Filipović, J. Teichmann, S. Tappe
Academic Publications
1. Jan. 2014
Upcoming
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
A. Mele, Y. Obayashi
Academic Publications
1. Jan. 2014
Information Percolation in Segmented Markets
S. Malamud, D. Duffie and G. Manso
Academic Publications
1. Jan. 2014
Upcoming
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
D. Sornette, W. Yan and R. Woodard
Academic Publications
1. Jan. 2014
Upcoming
Human Population and Atmospheric Carbon Dioxide Growth Dynamics: Diagnostics for the Future
D. Sornette, A. D. Hüsler
Academic Publications
1. Jan. 2014
Upcoming
How Much is the Whole Really More than the Sum of its Parts: 1+1=2.5. Superlinear Productivity in Collective Group Actions
D. Sornette, T. Maillart, and G. Ghezzi
Academic Publications
1. Jan. 2014
Upcoming
Hedging of Long Term Zero-coupon Bonds in a Market Model with Reinvestment Risk
M. Wüthrich, D. Stefanovits
Academic Publications
1. Jan. 2014
Upcoming
Hedging in an Illiquid Binomial Market
H. Soner, S. Gökay
Academic Publications
1. Jan. 2014
Upcoming
Hedge Fund Managers: Luck and Dynamic Assessment
O. Scaillet, G. Criton
Academic Publications
1. Jan. 2014
Upcoming
Hazardous Times for Monetary Policy: What do Twenty-Three Million Bank Loans Say About The Effects of Monetary Policy on Credit Risk-Taking?
S. Ongena, G. Jiménez, J. Peydró, and J. Saurina
Academic Publications
1. Jan. 2014
Handbooks in Economics – Computational Economics Volume 3
K. Schmedders, K.L. Judd
Academic Publications
1. Jan. 2014
Upcoming
Fractal Multi-level Organisation of Human Groups in a Virtual World
D. Sornette, B. Fuchs and S. Thurner
Academic Publications
1. Jan. 2014
Upcoming
Follow the Money: The Monetary Roots of Bubbles and Crashes
D. Sornette, F. Corsi
Academic Publications
1. Jan. 2014
Financial Brownian Particle in the Critical Order Book Fluid and Fluctuation-Dissipation Theorems
D. Sornette, Y. Yura, H.Takayasu and M. Takayas
Academic Publications
1. Jan. 2014