Nº 22-04: Strategic Complementarity and Substitutability of Investment Strategies
T. Hens, N. Doskov, K. R. Schenk-Hoppé
Working Papers
5 jan. 2022
Nº 22-03: Accelerated American Option Pricing with Deep Neural Networks
U. Ulrych, D. Anderson
Working Papers
4 jan. 2022
Nº 22-02: Sustainable Finance Literacy and the Determinants of Sustainable Investing
M. Leippold, M. Filippini, T. Wekhof
Working Papers
3 jan. 2022
Nº 22-01: How Cheap Talk in Climate Disclosures Relates to Climate Initiatives, Corporate Emissions, and Reputation Risk
M. Leippold, J. a. Bingler, M. Kraus, N. Webersinke
Working Papers
2 jan. 2022
Nº 21-97: Why Do Firms Issue Green Bonds?
J. Rochet, J. X. Daubanes, S. F. Mitali
Working Papers
20 déc. 2021
Nº 21-96: A Model of Financial Bubbles and Drawdowns with Non-Local Behavioral Self-Referencing
D. Sornette, Y. Malevergne, R. Wei
Working Papers
17 déc. 2021
Nº 21-95: Machine Learning for Predicting Stock Return Volatility
D. Filipović, A. Khalilzadeh
Working Papers
16 déc. 2021
Nº 21-94: Bubbles for Fama from Sornette
D. Sornette, D. Zhao
Working Papers
15 déc. 2021
Nº 21-93: Mean-Covariance Robust Risk Measurement
D. Filipović, V. A. Nguyen, S.Shafieezadeh-Abadeh, D. Kuhn
Working Papers
14 déc. 2021
Nº 21-92: Privacy Laws and Value of Personal Data
R. Mihet, M. Canayaz, I. Kantorovitch, S. Abis, H. Tang
Working Papers
8 déc. 2021
Nº 21-91: Building Benchmark Portfolios with Decreasing Carbon Footprints
E. Jondeau, B. Mojon, L. A. Pereira da Silva
Working Papers
7 déc. 2021
Nº 21-90: The Virtue of Complexity in Return Prediction
S. Malamud, B. Kelly, K. Zhou
Working Papers
6 déc. 2021
Nº 21-89: Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
M. Hoesli, L. Johner
Working Papers
3 déc. 2021
Nº 21-88: Deep Hedging under Rough Volatility
J. Teichmann, B. Horvath, Z. Zuric
Working Papers
1 déc. 2021
Nº 21-87: Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data
A. Goyal, A. Subrahmanyam, B. Swaminathan
Working Papers
30 nov. 2021