Publikationen

N°16-09: Quantum Decision Theory in Simple Risky Choices, M. Favre, H. Rudolf, D. Sornette, A. Wittwer, and, V. I. Yukalov, 2016.

D. Sornette, M. Favre, H. Rudolf, A. Wittwer, and V. I. Yukalov
Working Papers
29. Feb. 2016

N°16-08: Resolving Persistent Uncertainty by Self-Organized Consensus to Mitigate Market Bubbles, S. Andraszewicz, R. O. Murphy, P. B. Rindler, D. Sanadgol, and D. Sornette, 2016.

D. Sornette, S. Andraszewicz, R. O. Murphy, P. B. Rindler and D. Sanadgol
Working Papers
27. Feb. 2016

N°16-07: Employment Protection and Investment Opportunities, C. F. Loderer, U. Waelchli, and J. Zeller, 2016.

C. F. Loderer, U. Waelchli, and J. Zeller
Working Papers
23. Feb. 2016

N°16-06: On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints, O. Scaillet, 2016.

O. Scaillet
Working Papers
21. Feb. 2016

N°16-05: LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index, M. Balcilar, R. Gupta, Z. A. Ozdemir, D. Sornette, I. H. Yetkiner, and Q. Zhang, 2016.

D. Sornette, M. Balcilar, R. Gupta, Z. A. Ozdemir, I. H. Yetkiner, and Q. Zhang
Working Papers
15. Feb. 2016

N°16-04: A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry, M. Adelmann, L. F. Arjona, J. Mayer, and K. Schmedders, 2016.

K. Schmedders, M. Adelmann, L. F. Arjona, J. Mayer
Working Papers
12. Feb. 2016

N°16-03: Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles, M. Seyrich and D. Sornette, 2016.

D. Sornette, M. Seyrich
Working Papers
10. Feb. 2016

Was bedeutet Volatilität?

Volatilität bezeichnet in der Finanzwelt ein Mass für die durchschnittlichen Schwankungen ökonomisch...
K. Schmedders
Videos
5. Feb. 2016

Was bedeutet eigentlich Fintech?

Fintech steht für "Finanztechnologie" und stellt ein Sammelbegriff für technologisch weiterentwickel...
T. Hens
Videos
5. Feb. 2016

N°16-02: Economically Consistent Valuations and Put-Call Parity, M. Herdegen and M. Schweizer, 2016.

M. Schweizer, M. Herdegen
Working Papers
5. Feb. 2016

Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets

L. Barras and A. Malkhozov
Academic Publications
5. Feb. 2016

Is There "Swissness" in Investment Behavior?

T. Hens, K. Bachmann
Roundups
1. Feb. 2016

Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry

A. Plazzi, E. Ghysels and R. Valkanov
Academic Publications
1. Jan. 2016

Why Don’t All Banks Practice Regulatory Arbitrage? Evidence From Usage of Trust-Preferred Securities

R. Fahlenbrach, N. M. Boyson and R. M. Stulz
Academic Publications
1. Jan. 2016

Valuations of options on discretely sampled variance

W. Farkas, G. Drimus and E. Gourier
Academic Publications
1. Jan. 2016
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