Sovereign Debt Sustainability in Advanced Economies
M. Habib, J. Rochet, F. Collard
Academic Publications
1 jan. 2015
Social Interaction at Work
P. Östberg, H. Hvide
Academic Publications
1 jan. 2015
Shocks Abroad, Pain at Home? Bank-Firm-Level Evidence on the International Transmission of Financial Shocks
S. Ongena, J. L. Peydró, and N. van Horen
Academic Publications
1 jan. 2015
Seven Proofs for the Subadditivity of Expected Shortfall
P. Embrechts, R. Wang
Academic Publications
1 jan. 2015
Role of Information in Decision Making of Social Agents
D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2015
Robust Portfolios and Weak Incentives in Long-Run Investments
P. Guasoni, J. Muhle-Karbe, and H. Xing
Academic Publications
1 jan. 2015
Robust Hedonic Price Indexes
M. Hoesli, S.C. Bourassa, E. Cantoni
Academic Publications
1 jan. 2015
Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.
A. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
Academic Publications
1 jan. 2015
Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities
A. Mele, Y. Obayashi, and C. Shalen
Academic Publications
1 jan. 2015
Quantum Theory of Measurements As Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2015
Preference Reversal in Quantum Decision Theory
D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2015
Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns
D. Sornette, V. Filimonov
Academic Publications
1 jan. 2015
Positive Operator-Valued Measures in Quantum Decision Theory
D. Sornette, V.I. Yukalov, eds. H. Atmanspacher et al.
Academic Publications
1 jan. 2015
Parameter Reduction in Log-Normal Chain-Ladder Models
M. Wüthrich, R. Verrall
Academic Publications
1 jan. 2015
Option Pricing and Hedging with Small Transaction Costs
J. Kallsen and J. Muhle-Karbe
Academic Publications
1 jan. 2015