N°14-58: Optimal Long-Term Allocation with Pension Fund Liabilities, E. Jondeau and M. Rockinger, 2014.
E. Jondeau, M. Rockinger
Working Papers
N°14-57: Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies, H. Meng, D. Sornette, and W.-X. Zhou, 2014.
D. Sornette, H. Meng, W.-X. Zhou
Working Papers
N°14-56: Merger Activity in Industry Equilibrium, T. Dimopoulos and S. Sacchetto, 2014.
T. Dimopoulos, S. Sacchetto
Working Papers
N°14-55: Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks, M. Efing, H. Hau, P. Kampkotter, and J. Steinbrecher, 2014.
H. Hau, M. Efing, P. Kampkotter, and J. Steinbrecher
Working Papers
N°14-54: Polynomial Preserving Diffusions and Applications in Finance, D. Filipovic and M. Larsson, 2014.
D. Filipović, M. Larsson
Working Papers
N°14-53: Estimation of the Hawkes Process With Renewal Immigration Using the EM Algorithm , V. Filimonov, D. Sornette, and S. Wheatley, 2014.
D. Sornette, V. Filimonov, S. Wheatley
Working Papers
N°14-52: Super-Exponential Growth Expectations and the Global Financial Crisis, M. Leiss, H. H. Nax, and D. Sornette, 2014.
D. Sornette, M. Leiss, H. H. Nax
Working Papers
N°14-51: Luck and Entrepreneurial Success, D. Liechti, C. Loderer, and U. Peyer, 2014.
D. Liechti, C. Loderer, and U. Peyer
Working Papers
N°14-50: Dealer Networks, D. Li and N. Schürhoff, 2014.
N. Schürhoff, D. Li
Working Papers
N°14-49: Are Institutions Informed About News?, T. Hendershott, D. Livdan, and N. Schürhoff, 2014.
N. Schürhoff, T. Hendershott, D. Livdan
Working Papers
N°14-48: Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns, V. Filimonov and D. Sornette, 2014.
D. Sornette, V. Filimonov
Working Papers
N°14-47: Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects, I. Chaieb, V. R. Errunza, and R. Gibson Brandon, 2014.
I. Chaieb, R. Gibson Brandon, V. R. Errunza
Working Papers
N°14-46: Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology, P. Cauwels, L. Fievet, Z. Forro, and D. Sornette, 2014.
D. Sornette, P. Cauwels, L. Fievet, Z. Forro
Working Papers
N°14-45: Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures, J. V. Escobar and D. Sornette, 2014.
D. Sornette, J. V. Escobar
Working Papers
N°14-44: Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland, D. Ardila, P. Cauwels, D. Sanadgol, and D. Sornette, 2014.
D. Sornette, D. Ardila, P. Cauwels, D. Sanadgol
Working Papers