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Publications

Correlation Risk and Optimal Portfolio Choice

F. Trojani, A. Buraschi, P. Porchia
Academic Publications
1 Jan. 2010
Upcoming

Auctioned IPOs: The U.S. Evidence

F. Degeorge, F. Derrien, and K. Womack
Academic Publications
1 Jan. 2010
Upcoming

Underinvestment vs. Overinvestment: Evidence from Price Reactions to Pension Contributions

F. Franzoni
Academic Publications
1 Jan. 2009
Upcoming

Term-Structure Models - A Graduate Course

Modeling the term-structure movements of interest rates is a challenging task. This volume gives an ...
D. Filipović
Books
1 Jan. 2009

Risk Sharing, Finance, and Institutions in International Portfolios

M. Fratzscher and J. Imbs
Academic Publications
1 Jan. 2009
Upcoming

Information Percolation with Equilibrium Search Dynamics

S. Malamud, D. Duffie and G. Manso
Academic Publications
1 Jan. 2009
Upcoming

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

A. Beber, M. Brandt, and K. Kavajecz
Academic Publications
1 Jan. 2009
Upcoming

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

B. Dumas, A. Kurshev, and R. Uppal
Academic Publications
1 Jan. 2009
Upcoming

Asymmetric Information and Adverse Selection in Mauritian Slave Auctions

P. St-Amour, D. Georges and D. Vencatachellum
Academic Publications
1 Jan. 2009
Upcoming

Ambiguity Aversion and the Term Structure of Interest Rates

F. Trojani, P. Gagliardini, P. Porchia
Academic Publications
1 Jan. 2009
Upcoming

Stock Returns in Mergers and Acquisitions

E. Morellec, D. Hackbarth
Academic Publications
1 Jan. 2008
Upcoming

How Common are Common Return Factors Across Nyse and Nasdaq?

A. Goyal, C. Pérignon, C. Villa
Academic Publications
1 Jan. 2008
Upcoming

Financing and Takeovers

E. Morellec, A. Zhdanov
Academic Publications
1 Jan. 2008
Upcoming

A GARCH Option Pricing Model with Filtered Historical Simulation

G. Barone-Adesi, L. Mancini, R. Engle
Academic Publications
1 Jan. 2008
Upcoming

Why Does Implied Risk Aversion Smile?

A. Ziegler
Academic Publications
1 Jan. 2007
Upcoming

Dr. Cyril Pasche

Senior Director Publications and Topic Development

Sarah Frigg

Program Manager Knowledge Exchange and Education

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Swiss Finance Institute - Geneva

University of Geneva
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Phone: +41 22 379 84 71
E-mail: research@sfi.ch
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Swiss Finance Institute - Zurich

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CH-8006 Zurich

Phone: +41 44 254 30 80
E-mail: info@sfi.ch

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