N°25-95: What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds
C. Gao, P. Della Corte, D. P.A. Preve, G. Valente
Working Papers
11 nov. 2025
N°25-94: ChatGPT in Systematic Investing Enhancing Risk-Adjusted Returns with LLMs
A. Barbon, N. Anic, R. Seiz, C. Zarattini
Working Papers
11 nov. 2025
N°25-93: Entry and Acquisitions in Software Markets
L. Eisfeld
Working Papers
11 nov. 2025
N°25-92: Pricing, Returns, and Sources of Value Creation in Buyouts
R. Füss, T. Tykvová, S. Morkoetter, D. Rainsborough
Working Papers
29 oct. 2025
N°25-91: The Volatility Edge—A Dual Approach for VIX ETNs Trading
A. Mele, A. Aziz, C. Zarattini
Working Papers
29 oct. 2025
N°25-90: Demand-Based Expected Returns
A. Crescini, F. Trojani, A. Vedolin
Working Papers
29 oct. 2025
N°25-89: What Drives Sustainable Institutional Engagement and Voting Behavior?
M. Nerlinger, M. Rohleder, M. Wilkens, J. Zink
Working Papers
29 oct. 2025
N°25-88: How Does Competition Affect Firms' Carbon Performance? Firm-Level Evidence from Tariff Cuts
M. Nerlinger, M. C. Kathan, R. Roeder, S. Utz
Working Papers
29 oct. 2025
N°25-87: Learning the Stochastic Discount Factor via Nonparametric Option Portfolios
E. Luzzi, P. Schneider, R. Sen
Working Papers
24 oct. 2025
N°25-86: Corporate Nature Risk Perceptions
Z. Sautner, A. Wagner, S. Gjerde, A. Wegerich
Working Papers
24 oct. 2025
N°25-85: Do Investors care about the Rainforest? Evidence from Voluntary Carbon Offsets around the World
E. Nowak, F. Allen, P. Behr, R. Cosenza
Working Papers
24 oct. 2025
N°25-84: The Size and Composition of Global Commercial Real Estate Markets
M. Hoesli, R. Malle
Working Papers
24 oct. 2025
N°25-83: Energy Saving Innovation, Vintage Capital, and the Green Transition
C. Keuschnigg, G. K. Stalenis
Working Papers
24 oct. 2025
N°25-82: Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules
F. Kübler, S. Scheidegger, O.Surbek
Working Papers
24 oct. 2025
N°25-81: Shareholder Activism, Takeovers, and Managerial Discipline
F. Celentano, O. Levine
Working Papers
24 oct. 2025