N°24-10: An Averaging Framework for Minimum-Variance Portfolios: Optimal Rules for Combining Portfolio Weights
R. Füss, T. Glück, C. Koeppel, F. Miebs
Working Papers
1 fév. 2024
Banques centrales : monnaie, politiques et impact
K. Nyborg, C. Pasche
Public Discussion Notes
30 jan. 2024
N°24-09: Cyclical systemic risk and banks’ vulnerability
S. Ongena, A. Shmygel
Working Papers
29 jan. 2024
N°24-08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
26 jan. 2024
How Integrated are Credit and Equity Markets? Evidence from Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Academic Publications
25 jan. 2024
N°24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering
D. Filipović, A. Goel, P. Pasricha
Working Papers
24 jan. 2024
N°24-06: Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Working Papers
23 jan. 2024
N°24-05: Investments and Asset Pricing in a World of Satisficing Agents
T. Berrada, P. Bossaerts, G. Ugazio
Working Papers
23 jan. 2024
Financial returns to household inventory management
L. Küng , S. R. Baker, S. Johnson
Academic Publications
23 jan. 2024
N°24-04: The Impact of Climate Engagement: A Field Experiment
J. Kölbel, F. Heeb
Working Papers
22 jan. 2024
N°24-03: Robust difference-in-differences analysis when there is a term structure
K. Nyborg, J. Woschitz
Working Papers
22 jan. 2024
N°24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
D. Sornette, Y. Zhang
Working Papers
8 jan. 2024
N°24-01: An Intermediation-Based Model of Exchange Rates
S. Malamud, A. Schrimpf, Y. Zhang
Working Papers
8 jan. 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
4 jan. 2024