Swiss Finance Institute Research Paper Series
Continuation of FAME Research Paper Series. From Swiss Finance Institute
Contact information at EDIRC.
Bibliographic data for series maintained by Ridima Mittal (). Access Statistics for this working paper series.
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- 10-12: Exuberant innovation: The Human Genome Project
- Monika Gisler, Didier Sornette and Ryan Woodard
- 10-11: Former CEO Directors: Lingering CEOs or Valuable Resources?
- Ruediger Fahlenbrach, Bernadette A. Minton and Carrie H. Pan
- 10-10: Optimal Securitization with Heterogeneous Investors
- Semyon Malamud, Huaxia Rui and Andrew B. Whinston
- 10-09: Information Percolation in Segmented Markets
- Darrell Duffie, Semyon Malamud and Gustavo Manso
- 10-08: Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms
- Judith Wiesinger, Didier Sornette and Jeffrey Satinover
- 10-07: Efficient Derivative Pricing By The Extended Method of Moments
- Patrick Gagliardini, Christian Gourieroux and Eric Renault
- 10-06: The Lehman Brothers Effect and Bankruptcy Cascades
- Pawel Sieczka, Didier Sornette and Janusz A. Holyst
- 10-05: Realizing Smiles: Pricing Options with Realized Volatility
- Fulvio Corsi, Nicola Fusari and Davide LA Vecchia
- 10-04: Lemons and Money Market?
- Christian Ewerhart and Patricia Feubli
- 10-03: Is the Price Kernel Monotone?
- Giovanni Barone-Adesi and Hakim Dall'o
- 10-02: Exploring the Nature of 'Trader Intuition'
- Antoine J. Bruguier, Steven R. Quartz and Peter Bossaerts
- 10-01: Housing and its Role in the Household Portfolio in Colombia
- Camilo Serrano and Martin Hoesli
- 09-50: An Experimental Study On Real Option Strategies
- Mei Wang, Abraham Bernstein and Marc Chesney
- 09-49: Evolutionary Finance and Dynamic Games
- Rabah Amir, Igor Evstigneev, Thorsten Hens and Le Xu
- 09-48: An Experimental Study On Real Option Strategies
- Mei Wang, Abraham Bernstein and Marc Chesney
- 09-47: How Time Preferences Differ: Evidence from 45 Countries
- Mei Wang, Marc Oliver Rieger and Thorsten Hens
- 09-46: Homogeneous Volatility Bridge Estimators
- Alexander Saichev, Didier Sornette, Vladimir Filimonov and Fulvio Corsi
- 09-45: Financial Markets Equilibrium with Heterogeneous Agents
- Jaksa Cvitanic, Elyès Jouini, Semyon Malamud and Clotilde Napp
- 09-44: Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums
- Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer
- 09-43: Private Equity Performance and Liquidity Risk
- Francesco Franzoni, Eric Nowak and Ludovic Phalippou
- 09-42: House Prices,Disposable Income,and Permanent and Temporary Shocks
- Patricia Fraser, Martin Hoesli and Lynn McAlevey
- 09-41: Endogenous completeness of diffusion driven equilibrium markets
- Julien Hugonnier, Semyon Malamud and Eugene Trubowitz
- 09-40: Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal
- Yannick Malevergne, V. Pisarenko and D. Sornette
- 09-39: Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
- Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette, Ryan Woodard, Ken Bastiaensen and Peter Cauwels
- 09-38: Robust Resampling Methods for Time Series
- Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani
- 09-37: Growing wealth with fixed-mix strategies
- Michael A.H. Dempster, Igor Evstigneev and Klaus Schenk-Hoppé
- 09-36: Dragon-Kings, Black Swans and the Prediction of Crises
- Didier Sornette
- 09-35: Most Efficient Homogeneous Volatility Estimators
- Alexander I. Saichev, Didier Sornette and Vladimir Filimonov
- 09-34: Equilibrium Driven by Discounted Dividend Volatility
- Jaksa Cvitanic and Semyon Malamud
- 09-33: The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
- Darrell Duffie, Semyon Malamud and Gustavo Manso
- 09-32: Survival and Evolutionary Stability of the Kelly Rule
- Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé
- 09-31: Other-regarding preferences and altruistic punishment: A Darwinian perspective
- Moritz Hetzer and Didier Sornette
- 09-30: Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity
- Eric Jondeau and Florian Pelgrin
- 09-29: Firm Migration and Stock Returns
- Giovanni Puopolo
- 09-28: Short Selling Regulation after the Financial Crisis – First Principles Revisited
- Seraina Gruenewald, Alexander Wagner and Rolf H. Weber
- 09-27: Bank CEO Incentives and the Credit Crisis
- Ruediger Fahlenbrach and René Stulz
- 09-26: Linkages Between Direct and Securitized Real Estate
- Elias Oikarinen, Martin Hoesli and Camilo Serrano
- 09-25: Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting
- Enrico G. de Giorgi and Shane Legg
- 09-24: Optimal Liquidation Strategies in Illiquid Markets
- Eric Jondeau, Augusto Perilla and Michael Rockinger
- 09-23: Fourth Order Pseudo Maximum Likelihood Methods
- Alberto Holly, Alain Monfort and Michael Rockinger
- 09-22: The time-varying prediction of successful mergers
- Giovanni Barone-Adesi and Giuseppe Corvasce
- 09-21: Financial Crisis: Estimating the Risk of Assets in Balance
- Giovanni Barone-Adesi and Giuseppe Corvasce
- 09-20: Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets
- Elena Asparouhova, Peter Bossaerts, Jon Eguia and William Zame
- 09-19: A Satiscing Alternative to Prospect Theory
- David B. Brown, Enrico De Giorgi and Melvyn Sim
- 09-18: Health and (other) Asset Holdings
- Julien Hugonnier, Florian Pelgrin and Pascal St-Amour
- 09-17: An Intergenerational Cross-Country Swap
- Miret Padovani and Paolo Vanini
- 09-16: The Swiss Housing Market
- Steven Bourassa, Martin Hoesli and Donato Scognamiglio
- 09-15: Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis
- Didier Sornette and Ryan Woodard
- 09-14: A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
- Li Lin, Ruo En Ren and Didier Sornette
- 09-13: Variance Covariance Orders and Median Preserving
- Semyon Malamud and Fabio Trojani
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