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
What Drives Sustainable Finance Fatigue?
P. Krüger, C. Pasche
Public Discussion Notes
24 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