N°14-05: Long/Short Equity Hedge Funds and Systematic Ambiguity, R. Gibson Brandon and N. Ryabkov, 2014.
R. Gibson Brandon, N. Ryabkov
Working Papers
1 Jan. 2014
Upcoming
N°14-04: Financing Investment: The Choice between Bonds and Bank Loans, E. Morellec, P. Valta, and A. Zhdanov, 2014.
E. Morellec, P. Valta, A. Zhdanov
Working Papers
1 Jan. 2014
Upcoming
N°14-03: Capital Adequacy Tests and Limited Liability of Financial Institutions, P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari, 2014.
P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari
Working Papers
1 Jan. 2014
Upcoming
N°14-02: Liquidity and Investment Horizon, V. Vovchak, 2014.
V. Vovchak
Working Papers
1 Jan. 2014
Upcoming
N°14-01: Corporate Cash and Employment, P. Bacchetta, K. Benhima, and C. Poilly, 2014.
P. Bacchetta, K. Benhima, and C. Poilly
Working Papers
1 Jan. 2014
Upcoming
New Approach to Modeling Symbiosis in Biological and Social Systems
D. Sornette, V.I. Yukalov, E.P. Yukalova
Academic Publications
1 Jan. 2014
Upcoming
Mythes, Réalités et Objectif Général des Transactions à Haute Fréquence
D. Sornette, V. Filimonov
Academic Publications
1 Jan. 2014
Upcoming
Money and Liquidity in Financial Markets
K. Nyborg, P. Östberg
Academic Publications
1 Jan. 2014
Model Risk in Portfolio Optimization
M. Wüthrich, D. Stefanovits, U. Schubiger
Academic Publications
1 Jan. 2014
Upcoming
Microtransition Cascades to Percolation
D. Sornette, W. Chen, M. Schröder, R. M. D'Souza and J. Nagler,
Academic Publications
1 Jan. 2014
Upcoming
Martingale Optimal Transport and Robust Hedging in Continuous Time
H. Soner, Y. Dolinsky
Academic Publications
1 Jan. 2014
Upcoming
Market Frictions and Corporate Finance: an Overview Paper
J. Rochet, S. Moreno-Bromberg
Academic Publications
1 Jan. 2014
Upcoming
Manipulating Decision Making of Typical Agents, IEEE Transactions on Systems, Man and Cybernetics
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Les Bulles Immobilières et Leurs Conséquences Economiques – Le Cas de Genève Autour de 1990, in L'Economie au Service des Citoyens – Essais en Mémoire
P. Tschopp et C. Pasche, ed. Beat Bürgenmeier
Academic Publications
1 Jan. 2014
Upcoming
Investors' Expectations, Management Fees and the Underperformance of Mutual Funds
D. Sornette, A. Hüsler, Y. Malevergne
Academic Publications
1 Jan. 2014