N°18-27: Valuing Life as an Asset, as a Statistic and at Gunpoint, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2018.
P. St-Amour, J. Hugonnier, F. Pelgrin
Working Papers
27 jan. 2018
N°18-26: Patience is a Virtue - in Value Investing, T. Hens and K. R. Schenk-Hoppé, 2018.
T. Hens, K. R. Schenk-Hoppé
Working Papers
26 jan. 2018
N°18-25: Decentralized Exchange, S. Malamud and M. Rostek, 2018.
S. Malamud, M. Rostek
Working Papers
25 jan. 2018
N°18-24: Bitcoin Bubble Trouble, J. Kreuzer, and D. Sornette, 2018.
D. Sornette, J. Kreuzer
Working Papers
24 jan. 2018
N°18-23: Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR, D. Á. Bálint, and M. Schweizer, 2018.
M. Schweizer, D. Á. Bálint
Working Papers
23 jan. 2018
N°18-22: Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe’s Law and the LPPLS Model, S. Wheatley, D. Sornette, T. Huber, M. Reppen and R. N. Gantner, 2018.
D. Sornette, S. Wheatley, T. Huber, M. Reppen, and R. N. Gantner
Working Papers
22 jan. 2018
N°18-20: Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions, G. Demos and D. Sornette, 2018.
D. Sornette, G. Demos
Working Papers
20 jan. 2018
N°18-19: Electronic Trading in OTC Markets vs. Centralized Exchange, Y. Liu, S. Vogel and Y. Zhang, 2018.
Y. Liu, S. Vogel and Y. Zhang
Working Papers
19 jan. 2018
N°18-18: Model-Free International Stochastic Discount Factors, M. Sandulescu, F. Trojani and A. Vedolin, 2018.
F. Trojani, M. Sandulescu, A. Vedolin
Working Papers
18 jan. 2018
Primes de risque dans le contexte du portefeuille
I. Chaieb, O. Scaillet, O. Ginguené
Roundups
17 jan. 2018
N°18-17: Why Do Large Investors Disclose Their Information? Y. LIU, 2018.
Y. Liu
Working Papers
17 jan. 2018
N°18-16: Agency Conflicts and Short- vs Long-Termism in Corporate Policies, S, Gryglewicz, S. Mayer and E. Morellec, 2018.
E. Morellec, S, Gryglewicz, S. Mayer
Working Papers
16 jan. 2018
N°18-15: The Conjunction Fallacy in Quantum Decision, T. Kovalenko and D. Sornette, 2018.
D. Sornette, T. Kovalenko
Working Papers
15 jan. 2018
N°18-14: An Intermediation-Based Model of Exchange, S. Malamud and A. Schrimpf, 2018.
S. Malamud, A. Schrimpf
Working Papers
14 jan. 2018
N°18-13: Inflation Risk Premia, Yield Volatility and Macro Factors, A. Berardi, A. Plazzi, 2018.
A. Plazzi, A. Berardi
Working Papers
13 jan. 2018