Do Mutual Fund Fees Reduce Investor Returns?
M. Habib, D. B. Johnsen
Roundups
1 April 2016
N°16-19: Rollover Traps, E. Morellec, M. D. Seta, and F. Zucchi, 2016.
E. Morellec, M. D. Seta and F. Zucchi
Working Papers
29 March 2016
N°16-18: Corporate Policies with Permanent and Transitory Shocks, J.-P. Decamps, S. Gryglewicz, E. Morellec, and S. Villeneuve, 2016.
E. Morellec, S. Gryglewicz and S. Villeneuve
Working Papers
27 March 2016
N°16-17: Empty Creditors and Strong Shareholders: The Real Effects of Credit Risk Trading, S. Colonnello, M. Efing, and F. Zucchi, 2016.
S. Colonnello, M. Efing, and F. Zucchi
Working Papers
25 March 2016
N°16-16: The Quality-Assuring Role of Mutual Fund Advisory Fees, M. A. Habib and D. B. Johnsen, 2016.
M. Habib, D. B. Johnsen
Working Papers
23 March 2016
N°16-15: Discrete-Time Option Pricing with Stochastic Liquidity, M. Leippold and S. Schärer, 2016.
M. Leippold, S. Schärer
Working Papers
21 March 2016
N°16-14: A Bayesian Estimate of the Pricing Kernel, G. Barone-Adesi, C. Legnazzi, and A. Mira, 2016.
G. Barone-Adesi, C. Legnazzi, and A. Mira
Working Papers
19 March 2016
N°16-13: Forecasting Financial Returns with a Structural Macroeconomic Model, E. Jondeau and M. Rockinger, 2016.
E. Jondeau, M. Rockinger
Working Papers
15 March 2016
N°16-12: Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles, G. Demos, V. Filimonov, and D. Sornette, 2016.
D. Sornette, G. Demos, V. Filimonov
Working Papers
12 March 2016
N°16-11: Inference in Group Factor Models with an Application to Mixed Frequency Data, E. Andreou, P. Gagliardini, E. Ghysels, and M. Rubin, 2016.
P. Gagliardini, E. Andreou, E. Ghysels, and M. Rubin
Working Papers
5 March 2016
Parameter Learning in General Equilibrium: The Asset Pricing Implications
P. Collin-Dufresne, M. Johannes and L. A. Lochstoer
Academic Publications
1 March 2016
N°16-10: Birds of a Feather—Do Hedge Fund Managers Flock Together?
A. Plazzi, J. C. Ackwerth, M. Gerritzen
Working Papers
1 March 2016
How Do ETFs Influence Financial Markets?
S. Malamud
Roundups
1 March 2016