N°25-87: Learning the Stochastic Discount Factor via Nonparametric Option Portfolios
E. Luzzi, P. Schneider, R. Sen
Working Papers
24 Oct. 2025
N°25-86: Corporate Nature Risk Perceptions
Z. Sautner, A. Wagner, S. Gjerde, A. Wegerich
Working Papers
24 Oct. 2025
N°25-85: Do Investors care about the Rainforest? Evidence from Voluntary Carbon Offsets around the World
E. Nowak, F. Allen, P. Behr, R. Cosenza
Working Papers
24 Oct. 2025
N°25-84: The Size and Composition of Global Commercial Real Estate Markets
M. Hoesli, R. Malle
Working Papers
24 Oct. 2025
N°25-83: Energy Saving Innovation, Vintage Capital, and the Green Transition
C. Keuschnigg, G. K. Stalenis
Working Papers
24 Oct. 2025
N°25-82: Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules
F. Kübler, S. Scheidegger, O.Surbek
Working Papers
24 Oct. 2025
N°25-81: Shareholder Activism, Takeovers, and Managerial Discipline
F. Celentano, O. Levine
Working Papers
24 Oct. 2025
N°25-80: Catching Crypto Trends A Tactical Approach for Bitcoin and Altcoins
A. Barbon, C. Zarattini, A. Pagani
Working Papers
24 Oct. 2025
N°25-79: Auditor Stock Ownership, Investment Returns, and Audit Quality
F. Eugster, J. Kallunki, H. Nilsson, A. Vanstraelen
Working Papers
24 Oct. 2025
N°25-78: Mental Framing Effects in Dynamic Portfolio Choice
E. De Giorgi , A. Omar, T. Post
Working Papers
24 Oct. 2025
N°25-77: A Bound on Price Impact and Disagreement
L. Bretscher, P. van der Beck, J. Z. Fu
Working Papers
24 Oct. 2025
N°25-76: Institutional Investor Engagement: From Climate to Nature Risks
Z. Sautner
Working Papers
25 Sept. 2025
N°25-75: Climate Transition Risks and Bank Liquidity Creation: Adapting to Regulatory Shocks
S. Ongena, F. González, Md R. Kamal, S. Pathan
Working Papers
25 Sept. 2025
N°25-74: The Dual Strategy of Exclusion and Engagement: Impact on Asset Prices and Green Transition
M. Ayalasomayajula, E. Jondeau
Working Papers
12 Sept. 2025
N°25-73: Is AI Trained on Public Money? Evidence from US Data Centers
E. Garcia-Appendini, R. Mihet, A. Feher
Working Papers
12 Sept. 2025