N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.
H. Soner, and Y. Dolinsky
Working Papers
14 Dec. 2016
N°16-70: Bank Response To Higher Capital Requirements: Evidence From A Quasi-Natural Experiment, R. Gropp, T. Mosk, S. Ongena, and C. Wix, 2016.
S. Ongena, R. Gropp, T. Mosk and C. Wix
Working Papers
13 Dec. 2016
N°16-69: Wealth and income inequalities, Y. Malevergne and D. Sornette, 2016.
D. Sornette, and Y. Malevergne
Working Papers
12 Dec. 2016
Funding Shocks and Banks' Credit Reallocation
S. Ongena, O. De Jonghe, H. Dewachter, K. Muliera, G. Schepens
Roundups
1 Dec. 2016
N°16-68: Data Analytics for Non-Life Insurance Pricing, M. V. Wüthrich and C. Buser, 2016.
M. Wüthrich, and C. Buser
Working Papers
18 Nov. 2016
N°16-67: Machine Learning in Individual Claims Reserving, M. V. Wüthrich, 2016.
M. Wüthrich
Working Papers
17 Nov. 2016
N°16-66: Collateral, Central Bank Repos, and Systemic Arbitrage, F. Fecht, K. G. Nyborg, J. Rocholl and J. Woschitz, 2016.
K. Nyborg, F. Fecht, J. Rocholl and J. Woschitz
Working Papers
16 Nov. 2016
N°16-65: Intrinsic Risk Measures, W. Farkas and A. Smirnow, 2016.
W. Farkas, and A. Smirnow
Working Papers
15 Nov. 2016
N°16-64: Exchange Traded Funds (ETFs), I. Ben-David, F. A. Franzoni and R. Moussawi, 2016.
F. Franzoni, I. Ben-David and R. Moussawi
Working Papers
14 Nov. 2016
N°16-63: The Relevance of Broker Networks for Information Diffusion in the Stock Market, M. Di Maggio, F. Franzoni, A. Kermani and C. Sommavilla, 2016.
F. Franzoni, M. Di Maggio, A. Kermani and C. Sommavilla
Working Papers
13 Nov. 2016
N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
G. Barone-Adesi, C. Legnazzi and C. Sala
Working Papers
12 Nov. 2016