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Publikationen

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

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

D. Filipović, H. Amini and A. Minca
Academic Publications
1. Jan. 2016

Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets

P. Gagliardini, O. Scaillet, E. Ossola
Academic Publications
1. Jan. 2016

The Quality-Assuring Role of Mutual Fund Advisory Fees

M. Habib, D. B. Johnsen
Academic Publications
1. Jan. 2016

The Great Recession: A Self-Fulfilling Global Panic

P. Bacchetta, E. van Wincoop
Academic Publications
1. Jan. 2016

The General Structure of Optimal Investment and Consumption with Small Transaction Costs

J. Kallsen and J. Muhle-Karbe
Academic Publications
1. Jan. 2016

The Euro Interbank Repo Market

L. Mancini, A. Ranaldo, and J. Wrampelmeyer
Academic Publications
1. Jan. 2016

The Dynamics of Insurance Prices

J. Rochet, D. Henriet, N. Klimenko
Academic Publications
1. Jan. 2016

Dr. Cyril Pasche

Senior Director Publications and Topic Development

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