N°16-36: The Choice of Valuation Techniques in Practice: Education versus Profession, L. Mukhlynina and G. Nyborg, 2016.
K. Nyborg, L. Mukhlynina
Working Papers
15 June 2016
N°16-35: The Jacobi Stochastic Volatility Model, D. Ackerer, D. Filipovic and S. Pulido, 2016.
D. Filipović, D. Ackerer, S. Pulido
Working Papers
10 June 2016
N°16-34: Linear Credit Risk Models, D. Ackerer and D. Filipovic, 2016.
D. Filipović, D. Ackerer
Working Papers
5 June 2016
N°16-33: The Impact of Merger Legislation on Bank Mergers, E. Carletti, S. Ongena, J.-P. Siedlarek, and G. Spagnolo, 2016.
S. Ongena, E. Carletti, J.-P. Siedlarek, and G. Spagnolo
Working Papers
1 June 2016
N°16-32: New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration', V. Kummer, M. Meuseli, P. Renner, and K. Schmedders, 2016.
K. Schmedders, V. Kummer, M. Meuseli and P. Renner
Working Papers
29 May 2016
N°16-31: Calibration of Quantum Decision Theory, Aversion to Large Losses and Predictability of Probabilistic Choices, T. Kovalenko, D. Sornette, S. Vincent, and V. I. Yukalov, 2016.
D. Sornette, T. Kovalenko, S. Vincent, and V. I. Yukalov
Working Papers
27 May 2016
N°16-30: Risk and Resilience Management in Social-Economic Systems, T. Kovalenko and D. Sornette, 2016.
D. Sornette, T. Kovalenko
Working Papers
5 May 2016
N°16-29: Dating the Financial Cycle: A Wavelet Proposition, D. Ardila and D. Sornette, 2016.
D. Sornette, D. Ardila
Working Papers
29 April 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 April 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 April 2016
N°16-26: Dynamic Principal-Agent Models, P. Renner and K. Schmedders, 2016.
K. Schmedders, P. Renner
Working Papers
23 April 2016
N°16-25: Replicating Portfolio Approach to Capital Calculation, M. Cambou and D. Filipovic, 2016.
D. Filipović, M. Cambou
Working Papers
21 April 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 April 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 April 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 April 2016