Publications

Optimizing Replicating Portfolios for the Life Insurance Industry

K. Schmedders, M. Adelmann, L. Fernandez Arjona, J. Mayer
Roundups
3 oct. 2016

N°16-58: A Heterogeneous-Agent Foundation of the Representative-Agent Approach, S. Elmiger, 2016.

S. Elmiger
Working Papers
30 sept. 2016

Was ist eigentlich Private Equity?

Private Equity – auch ausserbörsliches Eigenkapital oder privates Beteiligungskapital genannt – beze...
S. Malamud
Videos
29 sept. 2016

N°16-57: Joint Lifetime Financial, Work and Health Decisions: Thrifty and Healthy Enough for the Long Run?, Y. Mesquida and P. St-Amour, 2016.

P. St-Amour, Y. Mesquida
Working Papers
27 sept. 2016

Sustainable Finance in Switzerland: Where Do We Stand?

Sustainable finance has been attracting increasing attention in recent years. In this White Paper, t...
P. Krüger, A. Krauss and J. Meyer
Études pour praticiens
26 sept. 2016

N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.

J. Rojcek
Working Papers
20 sept. 2016

N°16-55: Old-Age Provision: Past, Present, Future

H. Albrecher, P. Embrechts, D. Filipović, G. Harrison, P. Koch-Medina, S. Loisel, P. Vanini and J. Wagner
Working Papers
17 sept. 2016

N°16-54: Does Corporate Governance Matter? Evidence from the AGR Governance Rating, A. Plazzi and W.N. Torous, 2016.

A. Plazzi, U. Yilmaz, W.N. Torous
Working Papers
16 sept. 2016

Was ist eigentlich eine Verbriefung?

Bei einer Verbriefung werden bisher nicht verbriefte Forderungen von Gläubigern in Wertpapiere umgew...
P. Valta
Videos
15 sept. 2016

Industrializing Swiss Private Banks: A Strategic Road Map

This paper analyzes the industrialization processes of Swiss private banks against the background of...
P. Gantenbein and K. I. Trautwein
Études pour praticiens
5 sept. 2016

Was ist eigentlich Marktliquidität?

Die Marktliquidität beschreibt, wie einfach Produkte an einem Markt gekauft oder verkauft werden kön...
R. Gibson Brandon
Videos
1 sept. 2016

The Social Bubble Hypothesis: Why Economic Downturns Are Unavoidable

D. Sornette, S. Claudio Lera
Roundups
1 sept. 2016

Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits.

A. Wagner, R. Gibson Brandon, A. Dogan, Y. Morishima, F. Heise, C. Tanner and P. N. Tobler
Academic Publications
1 sept. 2016

N°16-53: WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2016.

G. Barone-Adesi, C. Legnazzi, M.A. Finta and C. Sala
Working Papers
1 sept. 2016

N°16-52: Measuring sovereign bond market integration, I. Chaieb, V. Errunza, and R. Gibson Brandon, 2016.

I. Chaieb, V. Errunza, R. Gibson Brandon
Working Papers
29 août 2016
Nous contacter
Vous avez des questions ? Prenez contact avec nous
Restez informés
Enrichir les connaissances et connecter les esprits