N°16-67: Machine Learning in Individual Claims Reserving, M. V. Wüthrich, 2016.
M. Wüthrich
Working Papers
17 nov. 2016
N°16-66: Collateral, Central Bank Repos, and Systemic Arbitrage, F. Fecht, K. G. Nyborg, J. Rocholl and J. Woschitz, 2016.
K. Nyborg, F. Fecht, J. Rocholl and J. Woschitz
Working Papers
16 nov. 2016
N°16-65: Intrinsic Risk Measures, W. Farkas and A. Smirnow, 2016.
W. Farkas, and A. Smirnow
Working Papers
15 nov. 2016
N°16-64: Exchange Traded Funds (ETFs), I. Ben-David, F. A. Franzoni and R. Moussawi, 2016.
F. Franzoni, I. Ben-David and R. Moussawi
Working Papers
14 nov. 2016
N°16-63: The Relevance of Broker Networks for Information Diffusion in the Stock Market, M. Di Maggio, F. Franzoni, A. Kermani and C. Sommavilla, 2016.
F. Franzoni, M. Di Maggio, A. Kermani and C. Sommavilla
Working Papers
13 nov. 2016
N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
G. Barone-Adesi, C. Legnazzi and C. Sala
Working Papers
12 nov. 2016
N°16-61: A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon, L. Lin, M. Schatz and D. Sornette, 2016.
D. Sornette, L. Lin, M. Schatz
Working Papers
11 nov. 2016
N°16-60: Sticky Expectations and the Profitability Anomaly, J.-P. Bouchaud, P. Krueger, A. Landier and D. Thesmar, 2016.
P. Krüger, J.-P. Bouchaud, A. Landier and D. Thesmar
Working Papers
10 nov. 2016
The Choice of Valuation Techniques in Practice: Education versus Profession
K. Nyborg, L. Mukhlynina
Roundups
1 nov. 2016
Merger Activity in Industry Equilibrium
T. Dimopoulos, S. Sacchetto
Academic Publications
17 oct. 2016
Bank Capital, Liquid Reserves, and Insolvency Risk
E. Morellec, J. Hugonnier
Academic Publications
14 oct. 2016
N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.
D. Ackerer and T. Vatter
Working Papers
6 oct. 2016