N°24-01: An Intermediation-Based Model of Exchange Rates
S. Malamud, A. Schrimpf, Y. Zhang
Working Papers
8 Jan. 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
4 Jan. 2024
N°23-121: Large (and Deep) Factor Models
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
19 Dec. 2023
N°23-120: Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023)
E. Nowak, T. Brade , H. Carstairs, M. B. Collins, R. Cosenza, J. Funk , I. M. McNicol, P. Meir , E. T. A. Mitchard, P. Nieto Quintano, S. S. Saatchi
Working Papers
4 Dec. 2023
N°23-119: Universal Portfolio Shrinkage
S. Malamud, M. Pourmohammadi, F. Trojani, B. Kelly,
Working Papers
1 Dec. 2023
N°23-118: The Supply of Cyber Risk Insurance
A. Kartasheva , M. Eling, D. Ning
Working Papers
27 Nov. 2023
N°23-117: Exchange Rate Determination under Limits to CIP Arbitrage
P. Bacchetta, J. S. Davis, E. van Wincoop
Working Papers
21 Nov. 2023
N°23-116: Strategic Trading with Wealth Effects
S. Malamud, S. Glebkin, A. Teguia
Working Papers
20 Nov. 2023
N°23-115: The Impact of Foreign Sanctions on Firm Performance in Russia
S. Ongena, L. D. Toan Huynh, K. Hoang
Working Papers
20 Nov. 2023
N°23-114: A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs
F. Trojani, L. Gaegauf, S. Scheidegger
Working Papers
18 Nov. 2023
N°23-113: Can Lending Hierarchies Balance Bias? The Role of Personal Environmental Values in Credit to Green Firms
S. Ongena, D. Bu, M. Keloharju, Y. Liao
Working Papers
18 Nov. 2023
N°23-112: When Does Aggregating Multiple Skills with Multi-Task Learning Work? A Case Study in Financial NLP
M. Leippold, Z. Jin, J. Ni, M. Sachan, Q. Wang
Working Papers
17 Nov. 2023
SFI Roundup: Investing for Impact
P. Krüger, L. Frésard, J. Kölbel, G. Bolliger, N. Rücker, R. Sangiorgio
Roundups
16 Nov. 2023
N°23-111: ChatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools
M. Leippold, J. Bingler , C. Colesanti Senni, G. Gostlow , M. Kraus , J. Ni, T. Schimanski, D. Stammbach, S. Vaghefi, Q. Wang, N. Webersinke, T. Wekhof, T. Yu
Working Papers
16 Nov. 2023
N°23-110: ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets
M. Leippold, J. Bingler, C. Hyslop, M. Kraus, T. Schimanski
Working Papers
15 Nov. 2023