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IC3JM - Estudios = Working Papers

From Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM)
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2018: Golden options in financial mathematics Downloads
Beatriz Balbás and Raquel Balbás
2018: Relationships between the stochastic discount factor and the optimal omega ratio Downloads
Beatriz Balbás and Raquel Balbás
2017: Pricing the quality of an innovative idea Downloads
Silvana Valeria Alvarez Iturri
2017: Differential equations connecting VaR and CVaR Downloads
Beatriz Balbás and Raquel Balbás
2016: The newsvendor problem with convex risk Downloads
Jean Philippe Charron
2016: Must an optimal buy and hold strategy contain any derivative? Downloads
Beatriz Balbás and Raquel Balbás
2016: Good deal measurement in asset pricing: Actuarial and financial implications Downloads
José Garrido and Ramin Okhrati
2016: Dificultades en la aplicación de las deducciones fiscales por actividades de I+D+i Downloads
Inés Fernández Sánchez
2016: Coherent Pricing Downloads
Beatriz Balbás and Raquel Balbás
2016: VaR as the CVaR sensitivity: applications in risk optimization Downloads
Beatriz Balbás and Raquel Balbás
2014: Bank Competition, Borrower Competition and Interest Rates Downloads
Carlos Bellon
2014: Optimal reinsurance under risk and uncertainty Downloads
Beatriz Balbás, Raquel Balbás and Antonio Rodríguez de las Heras Pérez
2014: Information disclosure in optimal auctions Downloads
Juan-José Ganuza and José Penalva
2014: Market orientation and academic spin-off firms Downloads
Tindara Abbate and Fabrizio Cesaroni
2013: Equity, commodity and interest rate volatility derivatives Downloads
Iván Blanco and Eliseo Navarro
2013: On the inefficiency of Brownian motions and heavier tailed price processes Downloads
Beatriz Balbás and Raquel Balbás
2012: The Role of Connections in Academic Promotions Downloads
Natalia Zinovyeva and Manuel Bagues
2011: Understanding the role of attitude components in co-branding: an application to high-tech, luxury co-branded products Downloads
Fabrizio Cesaroni, Alberto Maydeu Olivares and Han Chiang Ho
2011: CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure Downloads
Beatriz Balbás and Raquel Balbás
2011: Tax incentives and direct support for R&D: what do firms use and why? Downloads
Isabel Busom and Beatriz Corchuelo
2010: Consistent estimation of conditional conservatism Downloads
Manuel Cano Rodríguez
2010: Evolutionary model of existing competition and voluntary disclosure Downloads
Susana Gago Rodríguez
2010: Generating global brand equity through corporate social responsibility to key stakeholders Downloads
Tammo H. A. Bijmolt and José Antonio Tribo Gine
2010: Corporate social responsibility and inventory policy Downloads
Lucía Barcos
2010: Trends in packaging claims for new products: impacts on firm value Downloads
Mª de las Mercedes Martos Partal
2010: Community-based strategies in action: building and sustaining a product differentiation advantage Downloads
Marco S. Giarratana and Esther Roca
2010: Marketing practices and performance in a post-crisis scenario Downloads
Daniel Alvarez Bassi
2009: The effect of social capital on financial capital Downloads
Moshe Kim, Jorge Surroca Aguilar and José Antonio Tribo Gine
2009: Is managerial entrenchment always bad?: a CSR approach Downloads
Jorge Surroca Aguilar and José Antonio Tribo Gine
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