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Research Output
Publications
2023
Elliot Beck, Gianluca De Nard, Michael Wolf, Improved inference in financial factor models , International Review of Economics and Finance, Vol. 86
Diego Hager, Thomas Nitschka, Responses of Swiss interest rates and stock prices to ECB policy surprises , Swiss Journal of Economics and Statistics, Vol. 159
David Anderson, Urban Ulrych, Accelerated American option pricing with deep neural networks , Quantitative Finance and Economics, Vol. 7 (2)
2022
Marlon Azinovic, Luca Gaegauf, Simon Scheidegger, Deep Equilibrium Nets , International Economic Review, Vol. 63 (4)
Erich Walter Farkas, Francesco Ferrari, Urban Ulrych, Pricing autocallables under local-stochastic volatility , Frontiers of Mathematical Finance, Vol. 1 (4)
Winta Beyene, Manthos D. Delis, Steven Ongena, Disclosure of Bank Fossil Fuel Exposures , European Economy - Banks, Regulation and the Real Sector, Vol. 4 (2)
Simon Hediger, Loris Michel, Jeffrey Näf, On the use of random forest for two-sample testing , Computational Statistics & Data Analysis, Vol. 170
Linda Isabella Hain, Julian Kölbel, Markus Leippold, Let’s Get Physical: Comparing Metrics of Physical Climate Risk , Finance Research Letters, Vol. 46
Gianluca De Nard, Simon Hediger, Markus Leippold, Subsampled factor models for asset pricing: The rise of Vasa , Journal of Forecasting, Vol. 41 (6)
Gianluca De Nard, Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage , Journal of Financial Econometrics, Vol. 20 (4)
Raphael Auer, Alexandra Matyunina, Steven Ongena, The Countercyclical Capital Buffer and the Composition of Bank Lending , Journal of Financial Intermediation, Vol. 52
Francesca Barbiero, Lorenzo Burlon, Maria Dimou, Jan Toczynski, Dual interest rates and the transmission of monetary policy , SUERF Policy Brief, No. 461
2021
Emanuela Benincasa, Climate policy and cross-border lending: evidence from the syndicated loan market , Economic and Political Studies, Vol. 9 (4)
Stefano Ramelli, Alexander Wagner, Richard Zeckhauser, Alexandre Ziegler, Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections , Review of Corporate Finance Studies, Vol. 10 (4)
Stefano Ramelli, Elisa Ossola, Michela Rancan, Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike , Journal of Corporate Finance, Vol. 69
Stefano Battiston, Luis O.L. Escobar-Farfán, Serafin Martinez-Jaramillo, Alan Roncoroni, Climate risk and financial stability in the network of banks and investment funds , Journal of Financial Stability, Vol. 54
Gianluca De Nard, Olivier Ledoit, Michael Wolf, Factor models for portfolio selection in large dimensions: the good, the better and the ugly , Journal of Financial Econometrics, Vol. 19 (2), pp. 236 - 257
Marc Chesney, Carlos Vargas, End of Life Decommissioning and Recycling of Solar Panels in the United States. A Real Options Analysis , Journal of Sustainable Finance & Investment, Vol. 11 (1), pp. 82-101
2020
Ludovic Mathys, On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options , Journal of Computational Finance, Vol. 24 (2), pp. 33-76
Markus Leippold, Yunhao He, Short-run Risk, Business Cycle, and the Value Premium , Journal of Economic Dynamics and Control, Vol. 120
Michael Schnetzer, How Good Is Tactical Asset Allocation Using Standard Indicators? , Journal of Portfolio Management, Vol. 46 (6), pp. 120-134
Stefano Ramelli, Alexander Wagner, Feverish Stock Price Reactions to COVID-19 , Review of Corporate Finance Studies, Vol. 9 (3), pp. 622-655
Chiara Perillo, Stefano Battiston, Financialization and unconventional monetary policy: a financial-network analysis , Journal of Evolutionary Economics, Vol. 30, pp. 1385-1428
Erich Walter Farkas, Fulvia Fringuellotti, Radu Tunaru, A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk , Journal of Corporate Finance, Vol. 65
Nicolas Ettlin, Erich Walter Farkas, Andreas Kull, Alexander Smirnow, Optimal Risk-Sharing Across a Network of Insurance Companies , Insurance: Mathematics and Economics, Vol. 95, pp. 39-47
Lilia Mukhlynina, Kjell G. Nyborg, The Choice of Valuation Techniques in Practice: Education versus Profession , Critical Finance Review, Vol. 9 (1-2), pp. 201-265
Markus Leippold, Nikola Vasiljevic, Option-Implied Intrahorizon Value at Risk , Management Science, Vol. 66 (1), pp. 397-414
Ludovic Mathys, Valuing Tradeability in Exponential Lévy Models , Quantitative Finance and Economics, Vol. 4 (3), pp. 459-488
2019
Mathias Hoffmann, Egor Maslov, Bent E. Sørensen, Iryna Stewen, Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve? , IMF Economic Review, Vol. 67 (3), pp. 443-495
Michael Schnetzer, Carry-Based Expected Returns for Strategic Asset Allocation , Journal of Portfolio Management, Vol. 45 (2), pp. 68-81
Markus Leippold, Hanlin Yang, Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models , Econometrics & Statistics, Vol. 12. pp. 25-41
Lena Hörnlein, The value of gas-fired power plants in markets with high shares of renewable energy , Energy Economics, Vol. 81, pp. 1078-1098
Chris Bardgett, Elise Gourier, Markus Leippold, Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets , Journal of Financial Economics, Vol. 131 (3), pp. 593-618
Vladimir Petrov, Anton Golub, Richard Olsen, Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time , Journal of Risk and Financial Management, Vol. 12 (2), pp. 54
Andrada Bilan, Hans Degryse, Kuchulain O'Flynn, Steven Ongena, Application in Banking: Securitization and Global Banking , In: Panel Data Econometrics: Empirical Applications, Ed. Mike Tsionas, pp. 743-770, Academic Press, Cambridge (Book Chapter)
Andrada Bilan, Hans Degryse, Kuchulain O'Flynn, Steven Ongena, Banking and Financial Markets , Palgrave Macmillan, Basingstoke, England (Book)
2018
Daniel Grosshans, Stefan Zeisberger, All's Well That Ends Well? On the Importance of How Returns are Achieved , Journal of Banking and Finance, Vol. 87
Marc Chesney, Carlos Vargas, Anca Balietti, Long-Term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study , International Journal of Food and Agricultural Economics, Vol. 6 (4), pp. 1-19
Chiara Perillo, Stefano Battiston, A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing , Applied Network Science, Vol 3 (1)
Markus Leippold, Simone Bernardi, Harald Lohre, Maximum Diversification Strategies Along Commodity Risk Factors , European Financial Management, Vol. 24 (1), pp. 53-78
Markus Leippold, Roger Rüegg, The Mixed vs the Integrated Approach to Style Investing-Much Ado About Nothing , European Financial Management, Vol. 24 (5), pp. 829-855
Regina Hammerschmid, Harald Lohre, Regime Shifts and Stock Return Predictability , International Review of Economics and Finance, Vol. 56, pp. 138-160
Lucas Fuhrer, Liquidity in the Repo Market , Journal of International Money and Finance, Vol. 84, pp. 1-22
Marc Chesney, Nikola Vasiljevic, Parisian Options with Jumps: A Maturity–Excursion Randomization Approach , Quantitative Finance, Vol. 18 (11), pp. 1887-1908
Luzius Meisser, Christian Meisser, Ronald Kogens, Verfügungsmacht und Verfügungsrecht an Bitcoins im Konkurs , Jusletter IT
Luzius Meisser, Gabriela Hauser-Spühler, Eigenschaften der Kryptowährung Bitcoin , Digma, Vol. 1
Mathias Hoffmann, Egor Maslov, Bent E Sørensen, Iryna Stewen, Shocks and risk sharing in the EMU: Lessons for Banking and Capital Market Union , N. Campos & J.-E. Sturm (Eds.), Bretton Woods, Brussels, and Beyond: Redesigning the Institutions of Europe, pp. 85-92 (Book Chapter)
2017
Marc Chesney, Pierre Lasserre, Bruno Troja, Mitigating Global Warming: A Real Options Approach , Annals of Operations Research, Vol. 255 (1-2), pp. 465-506
Luzius Meisser, C Friedrich Kreuser, An agent-based simulation of the stolper–samuelson effect , Computational Economics, Vol. 50 (4), pp. 533–547
Luzius Meisser, The Code is the Model , International Journal of Microsimulation, Vol. 10 (3)
Johannes Brumm, Dominika Kryczka, Felix Kubler, Recursive Equilibria in Dynamic Economies With Stochastic Production , Econometrica, Vol. 85 (5), pp. 1467-1499
Marco Gambacciani, Marc S. Paolella, Robust normal mixtures for financial portfolio allocation , Econometrics and Statistics, Vol. 3, pp. 91-111
A. Antonopoulos, E. Kartsakli, C. Perillo, C. Verikoukis, Shedding Light on the Internet: Stakeholders and Network Neutrality , IEEE Communications Magazine, Vol. 55 (7), pp. 216-223
Walter Farkas, Elise Gourier, Robert Huitema, Ciprian Necula, A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing , Journal of Banking and Finance, Vol. 77, pp. 249-268
Lucas Marc Fuhrer, Benjamin Müller, Luzian Steiner, The Liquidity Coverage Ratio and security prices , Journal of Banking & Finance, Vol. 75, pp. 292-311
Markus Leippold, Nikola Vasiljevic, Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model , Journal of Banking and Finance, Vol. 77, pp. 78-94
Markus Leippold, Steven Schärer, Discrete-time option pricing with stochastic liquidity , Journal of Banking and Finance, Vol. 75, pp. 1-16
Markus Leippold, Jacob Stromberg, Strategic technology adoption and hedging under incomplete markets , Journal of Banking and Finance, Vol. 81, pp. 181-199
Matthias Thul, Ally Quan Zhang, How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates , Quantitative Finance, Vol. 17 (9), pp. 1387-1401
Angelos Antonopoulos, Elli Kartsakli, Chiara Perillo, Christos Verikoukis, Shedding Light on the Internet: Stakeholders and Network Neutrality , IEEE Communications Magazine, Vol. 55 (7)
Steven Ongena, Daniele Titotto, Shadow banking and competition: Decomposing market power by activity , In: Research Handbook on Competition in Banking and Finance, Edward Elgar Publishing, Cheltenham UK, pp. 264-304 (Book Chapter)
Chiara Perillo, Stefano Battiston, Real Implications of Quantitative Easing in the Euro Area: A Complex-Network Perspective , In: Complex Networks & Their Applications VI - Studies in Computational Intelligence, Springer, Berlin, pp. 1162-1173 (Book Chapter)
2016
A. Antonopoulos, C. Perillo, C. Verikoukis, Internet Service Providers vs. Over-the-Top Companies: Friends or Foes? , ACM SIGMETRICS Performance Evaluation Review, Vol. 44 (3), pp. 37-37
Boris Wälchli, A Proximity based Macro Stress Testing Framework , 2016, Dependence Modeling, Vol. 4 (1), pp. 251-276
Elise Gourier, Gabriel Drimus and Walter Farkas, Valuation of options on discretely sampled variance: A general analytic approximation , Journal of Computational Finance, Vol. 20 (2), pp. 39-66
Ferdinand Langnickel, Stefan Zeisberger, Do we measure overconfidence? A closer look at the interval production task , Journal of Economic Behavior and Organization, Vol. 128, pp. 121-133
Anca Pana, Jonathan Gheyssens, Baseline choice and performance implications for REDD , Journal of Environmental Economics and Policy, Vol. 5 (1), pp. 79-124
Damir Filipovic, Elise Gourier, Loriano Mancini, Quadratic variance swap models , Journal of Financial Economics, Vol. 119 (1), pp. 44-68
Lucas Fuhrer, Basil Guggenheim, Silvio Schumacher, Re-Use of Collateral in the Repo Market , Journal of Money, Credit and Banking, Vol. 48 (6), pp. 1169-1193
Roman Schneider, Alexander F. Wagner, Christoph Wenk, Der Verwaltungsrat zwischen Regulierung und Marktdisziplin , Expert Focus, S. 670-676
Daniel Buncic, Philipp Lentner, The term structure of interest rates in a New Keynesian Policy model, Journal of Macroeconomics , Vol. 50, pp. 126-150
Erich Walter Farkas, Elise Gourier, Robert Huitema, Ciprian Necula, The Impact of Cointegration on Commodity Spread Options , Editors: Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst, In: Innovations in Derivatives Markets, Springer International Publishing, Cham, pp. 421-435 (Book Chapter)
Marc Chesney, Jonathan Gheyssens, Anca Pana, Luca Taschini, Environmental finance and investments , Springer, Berlin, Heidelberg (Book)
2015
Constantinos Kardaras, Dörte Kreher, and Ashkan Nikeghbali, Strict local martingales and bubbles , Annals of Applied Probability, Vol. 25 (4), pp. 1827-1867
Falko Paetzold, Timo Busch, Marc Chesney, More than money: exploring the role of investment advisors for sustainable investing , Annals in Social Responsibility, Vol. 1 (1), pp. 195-223
O.Bahn, M.Chesney, J.Gheyssens, R.Knuttic, A.C.Pana, Is there room for geoengineering in the optimal climate policy mix? , Environmental Science & Policy, Vol. 48, pp. 67-76
Amelie Brune, Thorsten Hens, The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets , International Review of Economics, Vol. 62(1), pp. 1-21
Pawel Polak, Marc Paolella, ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails , International Review of Economics and Finance, Vol. 40, pp. 282-297
V. Yu. Petrov, M. I. Tribelsky, FOREX trades: can the Takens algorithm help to obtain steady profit at investment reallocations? , JETP Letters, Vol. 102 (12), pp. 841-844
Kremena Bachmann, Thorsten Hens, Investment competence and advice seeking , Journal of Behavioral and Experimental Finance, Vol. 6, pp. 27-41
Markus Leippold, Lujing Su, Collateral Smile , Journal of Banking and Finance, Vol. 58, pp. 15-28
Markus Ludwig, Robust Estimation of Shape-Constrained State Price Density Surfaces , Journal of Derivatives, Vol. 22 (3), pp. 56-72
Marc Paolella, Pawel Polak, COMFORT: A common market factor non-gaussian returns model , Journal of Econometrics, Vol. 187 (2), pp. 593-605
Dörte Kreher, Ashkan Nikeghbali, A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale , Statistics & Probability Letters, Vol. 104, pp. 94-101
Meike A. S. Bradbury, Thorsten Hens, Stefan Zeisberger, Improving Investment Decisions with Simulated Experience , Review of Finance, Vol.19 (3), pp. 1019-1052
Katrin Hummel, Diana Brigitte Festl-Pell, Much Ado About Nothing? Sustainability Disclosure in the Banking Industry , Zeitschrift für Wirtschafts- und Unternehmensethik (Journal for Business, Economics & Ethics)
2014
Erdinc Akyildirim, Yan Dolinsky, and H. Mete Soner, Approximating stochastic volatility by recombinant trees , Annals of Applied Probability, Vol 24 (5), pp. 2176-2205
Stacescu, Bogdan, Karapetyan, Artashes, Does information sharing reduce the role of collateral as a screening device? , Journal of Banking & Finance, Vol. 43, pp. 48-57
Marc Arnold, Managerial Cash Use, Default, and Corporate Financial Policies , Journal of Corporate Finance, Vol. 27, pp. 305-325
Jochen Krause, Marc Paolella, A fast, accurate method for value-at-risk and expected shortfall , Journal of Econometrics, Vol. 2 (2), pp. 98-122
Tatjana-Xenia Puhan, Rick Vogel, Edlira Shehu, Doron Klinger, Henning Beese, Funding Decisions and Entrepreneurial Team Diversity: A Field Study , Journal of Economic Behaviour and Organization, Vol. 107 (B), pp. 595-613
Florian Peters, Alexander Wagner, The Executive Turnover Risk Premium , Journal of Finance, Vol. 69 (4), pp. 1529–1563
Markus Leippold, Jacob Stromberg, Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube , Journal of Financial Economics, Vol. 111 (1), pp. 224-250
Erdinc Akyildirim, Ibrahim Ethem Güney, Jean-Charles Rochet, Halil Mete Soner, Optimal Dividend Policy with Random Interest Rates , Journal of Mathematical Economics, Vol. 51, pp. 93-101
Falko Paetzold, Timo Busch, Unleashing the Powerful Few - Sustainable Investing Behaviour of Wealthy Private Investors , Organization & Environment, Vol. 27 (4), pp. 347-367
Karapetyan, Artashes, Stacescu, Bogdan, Information Sharing and Information Acquisition in Credit Markets , Review of Finance, Vol. 18 (4), pp. 1583-1615
Karapetyan Artashes, Almenberg, Johan, Hidden Costs of Hidden Debt , Review of Finance, Vol. 18 (6), pp. 2247-2281
Alexander F. Wagner, Christoph Wenk, Aktionäre und Stimmrechtsberater im Jahr 1 nach der Abzocker-Initiative , Der Schweizer Treuhänder, No. 12, S. 1147-1152
Karel Janda, Jakub Rojcek, Bankruptcy Triggering Asset Value: Continuous Time Finance Approach , Editors: Alberto Adrego Pinto, David Zilberman, In: Modelling, Dynamics, Optimization and Bioeconomics I, Springer, Porto, Portugal, pp. 357-382 (Book Chapter)
2013
M. Bonato, A. Ranaldo and M. Caporin, Risk Spillovers in International Equity Portfolios , Journal of Empirical Finance, Vol. 24, pp. 121-137
Jan Wrampelmeyer, Book Review on Darrell Duffie: How Big Banks Fail and What to Do About It , Financial Markets and Portfolio Management, Vol. 27 (2), pp. 253-256
Simon Broda, Markus Haas, Jochen Krause, Marc Paolella, Sven Christian Steude, Stable mixture GARCH models , Journal of Econometrics, Vol. 172 (2), pp. 292-306
Jan Wrampelmeyer, Loriano Mancini, Angelo Ranaldo, Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums , Journal of Finance, Vol. 68 (5), pp. 1805-1841
Marc Arnold, Alexander F. Wagner and Ramona Westermann, Growth Options, Macroeconomic Conditions and the Cross-Section of Credit Risk , Journal of Financial Economics, Vol. 107 (2), pp. 350-385
Rajna Gibson, Songtao Wang, Liquidity Risk, Return Predictability and Hedge Funds Performance: An Empirical Study , Journal of Financial and Quantitative Analysis, Vo. 48 (1), pp. 219-244
Markus Haas, Jochen Krause, Marc Paolella, Sven Christian Steude, Time-varying mixture GARCH models and asymmetric volatility , North American Journal of Economics and Finance, Vol. 26, pp. 602-623
Amelie Brune, Experimentelle Ökonomie und Finanzmarktregulierung , Editors: T. Hens, H.C. von der Crone, R. Sethe, R.H. Weber, In: Anlegerschutz im Finanzmarktrecht kontrovers diskutiert, pp.13-24 (Book Chapter)
M. Chesney , J. Gheyssens and L. Taschini, Environmental Finance and Investments , Springer - Business and Economics (Book)
Horst Bienert, Suzanne Ziegler (Editor), Schweizerische Bankbetriebslehre, Grundlagen für das Hochschulstudium, Zurich
Horst Bienert, Suzanne Ziegler (Editor), Foundations in Swiss Banking Management, Zurich
2012
Diana Brigitte Festl-Pell, Applying Macro-prudence in Financial Standard Setting: Systemically Sensitive Prompt Corrective Action , ACRN Journal of Finance and Risk Perspectives, Vol. 1 (1), pp. 15-31
Marc Chesney and Luca Taschini, The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing , Applied Mathematical Finance, Vol. 19 (5), pp. 447-475
M. Bonato, Modeling Fat Tails in Stock Returns: A Multivariate Stable-GARCH Approach , Computational Statistics, Vol. 27 (3), pp. 499-521
M. Bonato, A. Ranaldo and M. Caporin, A Forecast-based Comparison of Restricted Wishart Autoregressive Models for Realized Covariance Matrices , 2012, European Journal of Finance, Vol. 18 (9), pp. 761-774
Michal Dzielinski, Measuring Economic Uncertainty and Ist Impact on the Stock Market , Finance Research Letters, Vol. 9 (3), 167–175
Jan Wrampelmeyer, The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility , Journal of Alternative Investments, Vol. 15 (1), pp. 43-67
Markus Leippold, Jun Cheng, Meriton Ibraimi, Jin E Zhang, A remark on Lin's and Chang's pager 'Consistent modelling of S&P500 and VIX derivatives' , Journal of Economic Dynamics and Control, Vol. 36 ( 5), pp. 708-715 // RR in Finance and Stochastics (with ML) in Derivatives Markets, Springer International Publishing, Cham, 2016, pp. 421-435
M. Häfeli and M. Jüttner, The Value of the Liability Insurance for Credit Suisse and UBS , Journal of Institutional and Theoretical Economics, Vol. 168 (4), pp. 612-635
Songtao Wang, Su Han Chan and Bohua Xu, The Estimation and Determinants of the Price Elasticity of Housing Supply: Evidence from China , Journal of Real Estate Research, Vol. 34 (3), pp. 311-344
Simon Broda, The Expected Shortfall of Quadratic Portfolios with Heavy-Tailed Risk Factors , Mathematical Finance, Vol. 22 (4), pp. 710-728
Jan Wrampelmeyer, Loriano Mancini and Angelo Ranaldo, The foreign exchange market: Not as liquid as you may think , VoxEU.org
B. Affolter, R. Volkart, Betriebliche Investitionsentscheidungen in der Schweizer Praxis (1. Teil), Der Schweizer Treuhänder, Ausgabe 3, S. 132-139
B. Affolter, R. Volkart, Betriebliche Investitionsentscheidungen in der Schweizer Praxis (2. Teil), Der Schweizer Treuhänder, Ausgabe 4, S. 213-216
Michael Festl, Diana Brigitte Festl-Pell, Wirtschaftsethik - Individualmoral oder Rahmenordnung? Ein Beitrag zum Einfluss der Verhaltensökonomik auf die Wirtschaftsethik , Zeitschrift für Wirtschafts- und Unternehmensethik, Vol. 13 (2), S. 141-153
Stefan Mauchle, Business Process Outsourcing und Transaktionsbank , Haupt Verlag AG (Book)
2011
Matteo Bonato, Robust Estimation of Skewness and Kurtosis in Distributions with Infinite Higher Moments , Finance Research Letters, Vol. 8 (2), pp. 77-87
Marc Chesney, Ganna Reshetar, Mustafa Karaman, The impact of terrorism on financial markets: An empirical study , Journal of Banking and Finance, Vol. 35 (2), pp. 253-267
Thorsten Hens, Martin Vlcek, Does Prospect Theory Explain the Disposition Effect? , Journal of Behavioral Finance, Vol. 12 (3), pp. 141-157
Mihnea Constantinescu, How important is that footnote on page 3? Understanding the effect of autocorrelation on the calculation of expected shortfall , Journal of European Real Estate, Vol 4 (1), pp. 69-88
Michal Dzielinski, Tõnn Talpsepp, Marc Oliver Rieger, Volatility asymmetry, news and private investors , The Handbook of News Analytics in Finance, Edited by Gautam Mitra, Leela Mitra, pp. 255-269, John Wiley & Sons Ltd (Book Chapter)
Mihnea Constantinescu, Do you know how the next real estate crisis will look like? Very much like the last one! , pp. 3-11 (Beiträge zur immobilienwirtschaftlichen Forschung 2011)
Bernadette Häller, Einführung der digitalen Identität durch die Schweizer Bankbranche: eine volks- und betriebswirtschaftliche Analyse (Book)
2010
Mihnea Constantinescu, What is the "duration" of Swiss direct real estate? , Journal of Property Investment and Finance, Vol. 28 (3), pp. 181-197
Kremena Bachmann, Thorsten Hens, Behavioral Finance and Investment Advice , Editor: Brian Bruce, Handbook of Behavioral Finance, Chapter 15 (Book Chapter)
B. Affolter, B. Wilding, C. Wenk, M. Weber, P. Lautenschlager, Erfahrungsbericht eines E-Assessment-Pilotprojektes an der Universität Zürich - Problem und Lösungsansätze . In: C. Ruedel, S. Mandel (Hrsg.), E-Assessment - Einsatzszenarien und Erfahrungen an Hochschulen, Gesellschaft Medien in der Wissenschaft, Band 56, Waxmann Verlag, S. 109-128 (Book Chapter)
Evgeny Plaksen, Hans Caspar von der Crone, Self-serving Behavior by Investment Bankers, Controlling Shareholders, and Managers in M and A, Dual-class Shareholding, and IPO (Book)
Suzanne Ziegler, Horst Bienert, Roland Hofmann, Gabriela Nagel, Désirée Stephanie Schiess, Anita Sigg, Cédric Willi, Schweizerische Bankbetriebslehre: Grundlagen für das Hochschulstudium, Zurich (Book)
Diana Festl-Pell, René Hegglin, Inke Nyborg, Urs Birchler, Faktische Staatsgarantie für Grossbanke (Gutachten)
2009
Simon Broda, Marc Paolella, Evaluating the Density of Ratios of Noncentral Quadratic Forms in Normal Variables , Computational Statistics & Data Analysis, Vol. 53 (4), pp. 1264-1270
Simon Broda, Kai Carstensen, Marc Paolella, Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples , Econometric Reviews, Vol. 28 (5), pp. 468-494
Sven Christian Steude, Thorsten Hens, The leverage effect without leverage , 2009, Finance Research Letters, Vol. 6 (2), pp. 83-94
M. Dzielinski, M. Brzezinski, Is endogenous growth theory degenerating? Another look at Lakatosian appraisal of growth theories , Journal of Economic Methodology, Vol. 16 (3), pp. 243-263
Simon Broda, Marc Paolella, CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation , Journal of Financial Econometrics, Vol. 7 (4), pp. 412-436
Elise Gourier, Donato Abbate, Walter Farkas, Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice , Journal of Operational Risk, Vol. 4 (3), pp. 1-24
Bruce A. Conway, Rina Rosenblatt-Wisch, Klaus Reiner Schenk-Hoppé, (Un)Anticipated Technological Change in an Endogenous Growth Model , Studies in Nonlinear Dynamics and Econometrics, Vol. 13 (1)
2008
Rina Rosenblatt-Wisch, Loss aversion in aggregate macroeconomic time series , European Economic Review, Vol. 52 (7), pp. 1140-1159
Luca Taschini, Marc S. Paolella, An Econometric Analysis of Emission Trading Allowances , Journal of Banking and Finance, Vol. 32 (10), pp. 2022-2032
Sven Christian Steude, Marc Paolella, Risk Prediction: A DWARF-like Approach , Journal of Risk Model Validation, Vol. 2 (1), pp. 25-43
Kremena Bachmann, Thorsten Hens, Behavioural finance for private banking , John Wiley and Sons (Book)
2007
Simon Broda, Kai Carstensen, Marc Paolella, Bias-Adjusted Estimation in the ARX(1) Model , Computational Statistics & Data Analysis, Vol. 51 (7), pp. 3355-3367
Simon Broda, Marc Paolella, Saddlepoint Approximations for the Doubly Noncentral t Distribution , Computational Statistics & Data Analysis, Vol. 51 (6), pp. 2907-2918
2006
Bogdan Stacescu, Dividend Policy in Switzerland , Financial Markets and Portfolio Management, Vol. 20 (2), pp. 153-183
B. Affolter, B. Wilding, M. Korner, P. Lautenschlager, Video-Streaming und Podcasting - universitäre Bildung für unterwegs? , E. Seiler Schiedt, S. Kälin, C. Sengstag (Hrsg.), In: E-Learning - alltagstaugliche Innovation?, Gesellschaft Medien in der Wissenschaft, Band 38. Waxmann Verlag, S. 276-287 (Book Chapter)
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