N°18-36: Levered Returns and Capital Structure Imbalances, F. Ippolito, R. Steri and C. Tebaldi, 2018.
R. Steri, F. Ippolito, C. Tebaldi
Working Papers
5. Feb. 2018
N°18-35: Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis, V. Acharya, D. Pierret and S. Steffen, 2018.
D. Pierret, V. Acharya, S. Steffen
Working Papers
4. Feb. 2018
N°18-34: Polynomial processes for power prices, D. Filipovic, M. Larsson and T. Ware, 2018.
D. Filipović, M. Larsson, T. Ware
Working Papers
3. Feb. 2018
N°18-33: On Randomized Reinsurance Contracts, H. Albrecher and A. Cani, 2018.
H. Albrecher, A. Cani
Working Papers
2. Feb. 2018
N°18-32: Dividends: From Refracting to Ratcheting, H. Albrecher, N. Bäuerle, and M. Bladt, 2018.
H. Albrecher, N. Bäuerle, M. Bladt
Working Papers
1. Feb. 2018
N°18-31: The Crash Risk in Individual Stocks Embedded in Skewness Swap Returns
P. Pederzoli
Working Papers
31. Jan. 2018
N°18-30: Dissection of Bitcoin's Multiscale Bubble History, J. C. Gerlach, and D. Sornette, 2018.
D. Sornette, and J. C. Gerlach
Working Papers
30. Jan. 2018
N°18-29: Option-Implied Risk Measures: An Empirical Examination on the S&P500 Index, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2018.
G. Barone-Adesi, C. Legnazzi, C. Sala
Working Papers
29. Jan. 2018
N°18-28: The importance of network recommendations in the director labor market, R. Fahlenbrach, H. Kim, and A. Low, 2018.
R. Fahlenbrach, H. Kim, A. Low
Working Papers
28. Jan. 2018
N°18-27: Valuing Life as an Asset, as a Statistic and at Gunpoint, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2018.
P. St-Amour, J. Hugonnier, F. Pelgrin
Working Papers
27. Jan. 2018
N°18-26: Patience is a Virtue - in Value Investing, T. Hens and K. R. Schenk-Hoppé, 2018.
T. Hens, K. R. Schenk-Hoppé
Working Papers
26. Jan. 2018
N°18-25: Decentralized Exchange, S. Malamud and M. Rostek, 2018.
S. Malamud, M. Rostek
Working Papers
25. Jan. 2018
N°18-24: Bitcoin Bubble Trouble, J. Kreuzer, and D. Sornette, 2018.
D. Sornette, J. Kreuzer
Working Papers
24. Jan. 2018
N°18-23: Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR, D. Á. Bálint, and M. Schweizer, 2018.
M. Schweizer, D. Á. Bálint
Working Papers
23. Jan. 2018
N°18-22: Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe’s Law and the LPPLS Model, S. Wheatley, D. Sornette, T. Huber, M. Reppen and R. N. Gantner, 2018.
D. Sornette, S. Wheatley, T. Huber, M. Reppen, and R. N. Gantner
Working Papers
22. Jan. 2018