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
N°18-20: Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions, G. Demos and D. Sornette, 2018.
D. Sornette, G. Demos
Working Papers
20. Jan. 2018
N°18-19: Electronic Trading in OTC Markets vs. Centralized Exchange, Y. Liu, S. Vogel and Y. Zhang, 2018.
Y. Liu, S. Vogel and Y. Zhang
Working Papers
19. Jan. 2018
N°18-18: Model-Free International Stochastic Discount Factors, M. Sandulescu, F. Trojani and A. Vedolin, 2018.
F. Trojani, M. Sandulescu, A. Vedolin
Working Papers
18. Jan. 2018
Risikoprämien im Portfoliokontext
I. Chaieb, O. Scaillet, O. Ginguené
Roundups
17. Jan. 2018
N°18-17: Why Do Large Investors Disclose Their Information? Y. LIU, 2018.
Y. Liu
Working Papers
17. Jan. 2018
N°18-16: Agency Conflicts and Short- vs Long-Termism in Corporate Policies, S, Gryglewicz, S. Mayer and E. Morellec, 2018.
E. Morellec, S, Gryglewicz, S. Mayer
Working Papers
16. Jan. 2018
N°18-15: The Conjunction Fallacy in Quantum Decision, T. Kovalenko and D. Sornette, 2018.
D. Sornette, T. Kovalenko
Working Papers
15. Jan. 2018