Publications

N°14-11: Financing Asset Sales and Business Cycles, M. Arnold, D. Hackbarth, and T. X. Puhan, 2014.

M. Arnold, D. Hackbarth, and T. X. Puhan
Working Papers
1 jan. 2014
Upcoming

N°14-10: Exchange Risk and Market Integration, I. Chaieb and V. Errunza, 2014.

I. Chaieb, V. Errunza
Working Papers
1 jan. 2014
Upcoming

N°14-09: Portfolio Delegation and Market Efficiency, S. Malamud and E. Petrov, 2014.

S. Malamud, E. Petrov
Working Papers
1 jan. 2014
Upcoming

N°14-08: Portfolio Selection with Options and Transaction Costs, S. Malamud, 2014.

S. Malamud
Working Papers
1 jan. 2014
Upcoming

N°14-07: Toward a Unified Framework of Credit Creation, S. Von Der Becke and D. Sornette, 2014.

D. Sornette, S. Von Der Becke
Working Papers
1 jan. 2014
Upcoming

N°14-06: Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations, D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura, 2014.

D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Working Papers
1 jan. 2014
Upcoming

N°14-05: Long/Short Equity Hedge Funds and Systematic Ambiguity, R. Gibson Brandon and N. Ryabkov, 2014.

R. Gibson Brandon, N. Ryabkov
Working Papers
1 jan. 2014
Upcoming

N°14-04: Financing Investment: The Choice between Bonds and Bank Loans, E. Morellec, P. Valta, and A. Zhdanov, 2014.

E. Morellec, P. Valta, A. Zhdanov
Working Papers
1 jan. 2014
Upcoming

N°14-03: Capital Adequacy Tests and Limited Liability of Financial Institutions, P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari, 2014.

P. Koch-Medina, S. Moreno-Bromberg, and C.-A. Munari
Working Papers
1 jan. 2014
Upcoming

N°14-02: Liquidity and Investment Horizon, V. Vovchak, 2014.

V. Vovchak
Working Papers
1 jan. 2014
Upcoming

N°14-01: Corporate Cash and Employment, P. Bacchetta, K. Benhima, and C. Poilly, 2014.

P. Bacchetta, K. Benhima, and C. Poilly
Working Papers
1 jan. 2014
Upcoming

New Approach to Modeling Symbiosis in Biological and Social Systems

D. Sornette, V.I. Yukalov, E.P. Yukalova
Academic Publications
1 jan. 2014
Upcoming

Mythes, Réalités et Objectif Général des Transactions à Haute Fréquence

D. Sornette, V. Filimonov
Academic Publications
1 jan. 2014
Upcoming

Money and Liquidity in Financial Markets

K. Nyborg, P. Östberg
Academic Publications
1 jan. 2014

Model Risk in Portfolio Optimization

M. Wüthrich, D. Stefanovits, U. Schubiger
Academic Publications
1 jan. 2014
Upcoming
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