Publications

Rate Fears Gauges and the Dynamics of Fixed Income and Equity Volatilities

A. Mele, Y. Obayashi, and C. Shalen
Academic Publications
1 jan. 2015

Quantum Theory of Measurements As Quantum Decision Theory

D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2015

Quantitative Risk Management: Concepts, Techniques and Tools

The most comprehensive treatment of the theoretical concepts and modelling techniques of quantitativ...
P. Embrechts, R. Frey and A. J. McNeil
Livres
1 jan. 2015

Preference Reversal in Quantum Decision Theory

D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2015

Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns

D. Sornette, V. Filimonov
Academic Publications
1 jan. 2015

Positive Operator-Valued Measures in Quantum Decision Theory

D. Sornette, V.I. Yukalov, eds. H. Atmanspacher et al.
Academic Publications
1 jan. 2015

Parameter Reduction in Log-Normal Chain-Ladder Models

M. Wüthrich, R. Verrall
Academic Publications
1 jan. 2015

Option Pricing and Hedging with Small Transaction Costs

J. Kallsen and J. Muhle-Karbe
Academic Publications
1 jan. 2015

Optimal Liquidity Provision

C. Kühn and J. Muhle-Karbe
Academic Publications
1 jan. 2015

Opaque Financial Intermediation

Y. Sato, eds. Kameda K., Nakata M., Nakahigashi M., and N. Yoshino
Academic Publications
1 jan. 2015

On the Determinants of Household Debt Maturity Choice

T. Hens, W. Breuer, A. J. Salzmann, and M. Wang
Academic Publications
1 jan. 2015

On Bounding Credit-Event Risk Premia

P. Collin-Dufresne, J. Bai, R. Goldstein, and J. Helwege
Academic Publications
1 jan. 2015

N°15-01: Moral Commitment: Does it Reduce or Enhance the Response to Social Norms? Evidence from an Experiment on Earnings Management

A. Wagner, R. Gibson , C. Tanner
Working Papers
1 jan. 2015

N°11-12: Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up

A. Wagner, C. Wenk
Working Papers
1 jan. 2015

New Graphical Methods and Test Statistics for Testing Composite Normality

M. Paolella
Academic Publications
1 jan. 2015
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