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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 ().

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24-10: An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights Downloads
Roland Füss, Thorsten Glück, Christian Koeppel and Felix Miebs
24-09: Cyclical systemic risk and banks’ vulnerability Downloads
Alona Shmygel and Steven Ongena
24-08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance Downloads
Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou
24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering Downloads
Anubha Goel, Damir Filipović and Puneet Pasricha
24-06: Asset Life, Leverage, and Debt Maturity Matching Downloads
Thomas Geelen, Jakub Hajda, Erwan Morellec and Adam Winegar
24-05: Investments and Asset Pricing in a World of Satisficing Agents Downloads
Tony Berrada, Peter Bossaerts and Giuseppe Ugazio
24-04: The Impact of Climate Engagement: A Field Experiment Downloads
Florian Heeb and Julian F Kölbel
24-03: Robust difference-in-differences analysis when there is a term structure Downloads
Kjell Nyborg and Jiri Woschitz
24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin Downloads
Didier Sornette and Yu Zhang
24-01: An Intermediation-Based Model of Exchange Rates Downloads
Semyon Malamud, Andreas Schrimpf and Yuan Zhang
23-121: Large (and Deep) Factor Models Downloads
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu
23-120: Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023) Downloads
Edward Mitchard, Harry Carstairs, Riccardo Cosenza, Sassan S. Saatchi, Jason Funk, Paula Nieto Quintano, Thom Brade, Iain M. McNicol, Patrick Meir, Murray B. Collins and Eric Nowak
23-119: Universal Portfolio Shrinkage Downloads
Bryan Kelly, Semyon Malamud, Mohammad Pourmohammadi and Fabio Trojani
23-118: The Supply of Cyber Risk Insurance Downloads
Martin Eling, Anastasia Kartasheva and Dingchen Ning
23-117: Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar Downloads
Philippe Bacchetta, Jonathan Davis and Eric van Wincoop
23-116: Strategic Trading with Wealth Effects Downloads
Sergei Glebkin, Semyon Malamud and Alberto Teguia
23-115: The Impact of Foreign Sanctions on Firm Performance in Russia Downloads
Luu Duc Toan Huynh, Khanh Hoang and Steven Ongena
23-114: A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs Downloads
Luca Gaegauf, Simon Scheidegger and Fabio Trojani
23-113: Value-Driven Bankers and the Granting of Credit to Green Firms Downloads
Di Bu, Matti Keloharju, Yin Liao and Steven Ongena
23-112: When Does Aggregating Multiple Skills with Multi-Task Learning Work? A Case Study in Financial NLP Downloads
Jingwei Ni, Zhijing Jin, Qian Wang, Mrinmaya Sachan and Markus Leippold
23-111: chatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools Downloads
Jingwei Ni, Julia Bingler, Chiara Colesanti Senni, Mathias Kraus, Glen Gostlow, Tobias Schimanski, Dominik Stammbach, Saeid Vaghefi, Qian Wang, Nicolas Webersinke, Tobias Wekhof, Tingyu Yu and Markus Leippold
23-110: ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets Downloads
Tobias Schimanski, Julia Bingler, Camilla Hyslop, Mathias Kraus and Markus Leippold
23-109: Public Transport Subsidization and Air Pollution: Evidence from the 9-Euro-Ticket in Germany Downloads
Eren Aydin and Kathleen Kürschner Rauck
23-108: Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns Downloads
Marco Di Maggio, Francesco A. Franzoni, Shimon Kogan and Ran Xing
23-107: R&D, Innovation, and the Stock Market Downloads
Amit Goyal and Sunil Wahal
23-106: A Joint Factor Model for Bonds, Stocks, and Options Downloads
Turan G. Bali, Heiner Beckmeyer and Amit Goyal
23-105: Supply Chain Shortages, Large Firms' Market Power, and Inflation Downloads
Francesco A. Franzoni, Mariassunta Giannetti and Roberto Tubaldi
23-104: Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme Downloads
Johannes Breckenfelder, Pierre Collin-Dufresne and Stefano Corradin
23-103: The Time-Varying Price of Financial Intermediation in the Mortgage Market Downloads
Andreas Fuster, Stephanie Lo and Paul Willen
23-102: CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging Downloads
Yalin Gündüz, Steven Ongena, Gunseli Tumer-Alkan and Yuejuan Yu
23-101: Debt and Deficits: Fiscal Analysis with Stationary Ratios Downloads
John Campbell, Can Gao and Ian Martin
23-100: Photovoltaic Systems and Housing Prices: The Relevance of View Downloads
Roland Füss, Kathleen Kürschner Rauck and Alois Weigand
23-99: Enhancing Large Language Models with Climate Resources Downloads
Mathias Kraus, Julia Bingler, Markus Leippold, Tobias Schimanski, Chiara Colesanti Senni, Dominik Stammbach, Saeid Vaghefi and Nicolas Webersinke
23-98: Empirically Grounding Analytics (EGA) Research in the Journal of Operations Management Downloads
Suzanne de Treville, Tyson R. Browning and Rogelio Oliva
23-97: Stripping the Swiss Discount Curve Downloads
Nicolas Camenzind and Damir Filipović
23-96: Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance Downloads
Tim Weingärtner, Fabian Fasser, Pedro Reis Sá da Costa and Walter Farkas
23-95: Volatility during the COVID-19 Pandemic Downloads
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
23-94: Financial Intermediaries and Demand for Duration Downloads
Alberto Plazzi, Andrea Tamoni and Marco Zanotti
23-93: Textual Disclosure in Prospectuses and Investors’ Security Pricing Downloads
Jörn Debener, Arved Fenner, Philipp Klein and Steven Ongena
23-92: Value and Values Discovery in Earnings Calls Downloads
Zacharias Sautner, Laurence van Lent, Grigory Vilkov and Ruishen Zhang
23-91: Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the UK Downloads
Mahmoud Fatouh, Simone Giansante and Steven Ongena
23-90: Greenwashing: Do Investors, Markets and Boards Really Care? Downloads
Erdinc Akyildirim, Shaen Corbet, Steven Ongena and Les Oxley
23-89: Investment Efficiency of Private and Public Firms Downloads
Pantelis Kazakis, Woon Sau Leung and Steven Ongena
23-88: ChatClimate: Grounding Conversational AI in Climate Science Downloads
Saeid Vaghefi, Qian Wang, Veruska Muccione, Jingwei Ni, Mathias Kraus, Julia Bingler, Tobias Schimanski, Chiara Colesanti Senni, Nicolas Webersinke, Christian Huggel and Markus Leippold
23-87: CEO Turnover and Director Reputation Downloads
Felix von Meyerinck, Jonas Romer and Markus Schmid
23-86: Growth and Innovation in the Modern Data Economy Downloads
Orlando Gomes, Roxana Mihet and Kumar Rishabh
23-85: Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds Downloads
Friedrich Baumann, Ali Kakhbod, Dmitry Livdan, Abdolreza Nazemi and Norman Schürhoff
23-84: Borrower Technology Similarity and Bank Loan Contracting Downloads
Mingze Gao, Yunying Huang, Steven Ongena and Eliza Wu
23-83: Sustainable Investing in Imperfect Markets Downloads
Thorsten Hens and Ester Trutwin
23-82: Quantitative Easing and the Functioning of the Gilts Repo Market Downloads
Mahmoud Fatouh, Simone Giansante and Steven Ongena
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