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Publications

Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, and Experiments

P. Bossaerts, C. Plott, and W. Zame
Academic Publications
1 jan. 2007
Upcoming

Heterogeneous Preferences and Equilibrium Trading Volume

T. Berrada, J. Hugonnier, M. Rindisbacher
Academic Publications
1 jan. 2007
Upcoming

Financial Intermediation and the Costs of Trading in an Opaque Market

N. Schürhoff, R. Green, B. Hollifield
Academic Publications
1 jan. 2007
Upcoming

Do Vertical Mergers Facilitate Upstream Collusion?

V. Nocke and L. White
Academic Publications
1 jan. 2007
Upcoming

Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues

N. Schürhoff, R. Green, B. Hollifield
Academic Publications
1 jan. 2007
Upcoming

Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility

O. Scaillet, A. Medvedev
Academic Publications
1 jan. 2007
Upcoming

Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding

F. Degeorge, F. Derrien, and K. L. Womack
Academic Publications
1 jan. 2007
Upcoming

Capital Structure, Credit Risk, and Macroeconomic Conditions

E. Morellec, D. Hackbarth, J. Miao
Academic Publications
1 jan. 2006
Upcoming

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

P. Bacchetta, E. Van Wincoop
Academic Publications
1 jan. 2006
Upcoming

Property Investment - Principles and Practice of Portfolio Management

This book takes a different approach from that used in the past to consider the management of proper...
M. Hoesli
Livres
1 mai 2000

Modelling Extremal Events - for Insurance and Finance

A comprehensive development of extreme value methodology for random walk models, time series, certai...
P. Embrechts
Livres
1 jan. 1997

N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.

T. Cayé and J. Muhle-Karbe
Working Papers

N°14-73: Strategic Technology Adoption and Hedging under Incomplete Markets, M. Leippold and J. Stromberg, 2014.

M. Leippold, J. Stromberg
Working Papers

N°14-70: Bank Capital, Liquid Reserves, and Insolvency Risk, J. Hugonnier and E. Morellec, 2014.

E. Morellec, J. Hugonnier
Working Papers

N°14-69: Claims Run-Off Uncertainty: The Full Picture, M. Merz and M. V. Wüthrich, 2014.

M. Wüthrich, M. Merz
Working Papers

Dr. Cyril Pasche

Senior Director Publications and Topic Development

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Swiss Finance Institute - Genève

Université de Genève
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CH-1211 Genève 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
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Swiss Finance Institute - Zurich

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CH-8006 Zurich

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Fax: +41 44 254 30 85
E-mail: info@sfi.ch

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