Publications

N°14-39: Competition and Financial Structure: Evidence from Airlines, G. Parise, 2014.

G. Parise
Working Papers

N°14-38: Model Uncertainty and Scenario Aggregation, M. Cambou and D. Filipovic, 2014.

D. Filipović, M. Cambou
Working Papers

N°14-37: Concavity of the Consumption Function with Recursive Preferences, S. Malamud, 2014.

S. Malamud
Working Papers

N° 13-36: Sudden Spikes in Global Risk

P. Bacchetta, E. van Wincoop
Working Papers

Do Margin Regulation Measures Limit Excessive Leverage?

F. Kübler, K. Schmedders, J. Brumm
Roundups

Building Bridges Between Mathematics, Insurance and Finance

P. Embrechts, F. Durante, G. Puccetti and M. Scherer
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