N°15-50: Conditioning the Information in Portfolio Optimization, G. Barone-Adesi and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
1 June 2015
N°15-49: Leverage and Risk Taking, S. Moreno-Bromberg and G. Roger, 2015.
S. Moreno-Bromberg and G. Roger
Working Papers
27 May 2015
N°15-48: Has the Pricing of Stocks Become More Global?, I. Petzev, A. Schrimpf, and A. F. Wagner, 2015.
A. Wagner, I. Petzev, A. Schrimpf
Working Papers
21 May 2015
N°15-47: Average Skewness Matters, E. Jondeau, Q. Zhang and X. Zhu, 2015.
E. Jondeau, Q. Zhang and X. Zhu
Working Papers
17 May 2015
N°15-46: The Impact of Treasury Supply on Financial Sector Lending and Stability, A. Krishnamurthy and A. Vissing-Jorgensen, 2015.
A. Krishnamurthy and A. Vissing-Jorgensen
Working Papers
14 May 2015
N°15-45: VaR and CVaR Implied in Option Prices, G. Barone-Adesi, 2015.
G. Barone-Adesi
Working Papers
12 May 2015
N°15-44: Optimal Rebalancing Frequencies for Multidimensional Portfolios, I. Erken, R. Liu and J. Muhle-Karbe, 2015.
I. Erken, R. Liu and J. Muhle-Karbe
Working Papers
10 May 2015
N°15-43: Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities, D. Sornette, Qun Zhang, and Qunzhi Zhang, 2015.
D. Sornette, Qun Zhang, and Qunzhi Zhang
Working Papers
8 May 2015
N°15-42: What Affects Children's Outcomes: House Characteristics or Homeownership?, S. C. Bourassa, D. R. Haurin, and M. Hoesli, 2015.
M. Hoesli, S. C. Bourassa, D. R. Haurin
Working Papers
6 May 2015
N°15-41: Liquidity, Innovation, and Endogenous Growth, S. Malamud and F. Zucchi, 2015.
S. Malamud, F. Zucchi
Working Papers
3 May 2015
N°15-40: Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment, P. Krüger, 2015.
P. Krüger
Working Papers
1 May 2015
N°15-39: Patent Success, Patent Holdup, and the Structure of Property Rights
H. Hau, H. Geng and S. Lai
Working Papers
25 April 2015
N°15-38: A Result on Integral Functionals with Infinitely Many Constraints, T. Choulli and M. Schweizer, 2015.
M. Schweizer, T. Choulli
Working Papers
20 April 2015
N°15-37: A Dynamic Equilibrium Model of ETFs, S. Malamud, 2015.
S. Malamud
Working Papers
19 April 2015
N°15-36: The Price of the Smile and Variance Risk Premia, P. H. Gruber, C. Tebaldi, and F. Trojani, 2015.
F. Trojani, P. H. Gruber, C. Tebaldi
Working Papers
17 April 2015