N°17-57: Asset Pricing with Large Investors, S. Malamud and A.Teguia, 2017.
S. Malamud, A.Teguia
Working Papers
26 fév. 2017
N°17-56: Risky Arbitrage and Collateral Policies, A.Q. Zhang, 2017.
A. Q. Zhang
Working Papers
25 fév. 2017
N°17-55: Risk–Reward Optimisation for Long-Run Investors (Revisited), M. Gilli and E. Schumann, 2017.
M. Gilli, E. Schumann
Working Papers
24 fév. 2017
N°17-54: Quantile-based risk sharing, P. Embrechts, H. Liu and R. Wang, 2017.
P. Embrechts, H. Liu, R. Wang
Working Papers
23 fév. 2017
N°17-53: Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, P. Gandhi, B. Golez, J. C. Jackwerth and A. Plazzi, 2017.
A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Working Papers
22 fév. 2017
N°17-52: A Term-Structure Model for Dividends and Interest Rates, D. Filipovic and S. Willems, 2017.
D. Filipović, S. Willems
Working Papers
21 fév. 2017
N°17-51: Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?, K. Bachmann, T. Hens and R. Stössel, 2017.
T. Hens, K. Bachmann, R. Stössel
Working Papers
20 fév. 2017
N°17-50: Fundamental Risk and Capital Structure, J. Hajda, 2017.
J. Hajda
Working Papers
19 fév. 2017
N°17-49: Short Selling and the Subsequent Performance of Initial Public Offerings, B. Seistrajkova, 2017.
B. Seistrajkova
Working Papers
18 fév. 2017
N°17-48: Viability and Arbitrage under Knightian Uncertainty, M. Burzon, F. Riedel and H. M. Soner, 2017.
H. Soner, M. Burzon, F. Riedel
Working Papers
17 fév. 2017
N°17-47: Does Monetary Policy Impact International Market Co-Movements?
A. Plazzi, M. Caporin, L. Pelizzon
Working Papers
16 fév. 2017
N°17-46: Optimal dividend policies with random profitability, M. Reppen, J.-C. Rochet and H. M. Soner, 2017.
J. Rochet, H. Soner, M. Reppen
Working Papers
15 fév. 2017
N°17-45: CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation? M. Tywoniuk, 2017.
M. Tywoniuk
Working Papers
14 fév. 2017
N°17-44: Hawkes Graphs, P. Embrechts and M. Kirchner, 2017.
P. Embrechts, M. Kirchner
Working Papers
13 fév. 2017