N°16-30: Risk and Resilience Management in Social-Economic Systems, T. Kovalenko and D. Sornette, 2016.
D. Sornette, T. Kovalenko
Working Papers
5. Mai 2016
Mean-Variance and the Carry Trade—An Ideal Match?
F. Ackermann, W. Pohl, K. Schmedders
Roundups
1. Mai 2016
N°16-29: Dating the Financial Cycle: A Wavelet Proposition, D. Ardila and D. Sornette, 2016.
D. Sornette, D. Ardila
Working Papers
29. Apr. 2016
N°16-28: Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks, U. Birchler, R. Hegglin, M, R. Reichenecker, and A. F. Wagner, 2016.
A. Wagner, R. Hegglin and R. Reichenecker
Working Papers
27. Apr. 2016
N°16-27: High Frequency House Price Indexes with Scarce Data, C. Bourassa and M. Hoesli, 2016.
M. Hoesli, C. Bourassa
Working Papers
25. Apr. 2016
N°16-26: Dynamic Principal-Agent Models, P. Renner and K. Schmedders, 2016.
K. Schmedders, P. Renner
Working Papers
23. Apr. 2016
N°16-25: Replicating Portfolio Approach to Capital Calculation, M. Cambou and D. Filipovic, 2016.
D. Filipović, M. Cambou
Working Papers
21. Apr. 2016
N°16-24: Why Does Fast Loan Growth Predict Poor Performance for Banks?, R. Fahlenbrach, R. Prilmeier, and R. M. Stulz, 2016.
R. Fahlenbrach
Working Papers
19. Apr. 2016
N°16-23: On the Relation Between Linearity- Generating Processes and Linear- Rational Models, D. Filipovic, M. Larsson, and A. B. Trolle, 2016.
D. Filipović, A. Trolle, M. Larsson
Working Papers
17. Apr. 2016
N°16-22: Equity is Cheap for Large Financial Institutions, P. Gandhi, H. N. Lustig, and A. Plazzi, 2016.
A. Plazzi, P. Gandhi and H. N. Lustig
Working Papers
10. Apr. 2016
N°16-21: Price Impact of Aggressive Liquidity Provision, R. Gencay, S. Mahmoodzadeh, J. Rojcek, and M. C. Tseng, 2016.
J. Rojcek, and M. C. Tseng
Working Papers
5. Apr. 2016
N°16-20: Real Estate Company Reactions to Financial Market Regulation, M. Hoesli, S. Milcheva, and A. Moss, 2016.
M. Hoesli, S. Milcheva and A. Moss
Working Papers
1. Apr. 2016