Working Papers

From University of Geneva, Geneva School of Economics and Management
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unige:150822: Skill, scale, and value creation in the mutual fund industry

Laurent Barras, Olivier Scaillet and Patrick Gagliardini

unige:140104: Financing off-grid solar energy access: hypotheses on covid-19 long term impacts

Bernhard Balkenhol and Catalina Martinez Gutierrez

unige:138414: Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets

Chenxu Li, Olivier Scaillet and Yiwen Shen

unige:134136: Backtesting marginal expected shortfalland related systemic risk measures

Denisa Banulescu-Radu, Christophe Hurlin, Jeremy Leymarie and Olivier Scaillet

unige:134101: Spanning analysis of stock market anomalies under prospect stochastic dominance

Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou

unige:129395: A higher-order correct fast moving-average bootstrap for dependent data

Davide La Vecchia, Alban Moor and Olivier Scaillet

unige:125031: Estimation of large dimensional conditional factor models in finance

Patrick Gagliardini, Elisa Ossola and Olivier Scaillet

unige:110006: The Cross-Sectional Distribution of Fund Skill Measures

Laurent Barras, Patrick Gagliardini and Olivier Scaillet

unige:102836: Spanning tests for markowitz stochastic dominance

Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou

unige:93900: High-frequency jump analysis of the bitcoin market

Olivier Scaillet, Adrien Treccani and Christopher Trevisan

unige:84999: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy

Olivier Scaillet, Fabio Trojani and Lorenzo Camponovo

unige:84701: Real Estate Research in Europe

Martin E. Hoesli

unige:84700: High Frequency House Price Indexes with Scarce Data

Martin E. Hoesli and Steven Bourassa

unige:84699: Real Estate Company Reactions to Financial Market Regulation

Martin E. Hoesli, Stanimira Milcheva and Alex Moss

unige:82087: Valuing American options using fast recursive projections

Antonio Cosma, Stefano Galluccio, Paola Pederzoli and Olivier Scaillet

unige:77631: Trade and frictional unemployment in the global economy

Frederic Robert-Nicoud, Celine Carrere and Anja Grujovic-Vischer

unige:76321: Time-varying risk premium in large cross-sectional equity datasets

Elisa Ossola, Patrick Gagilardini and Olivier Scaillet

unige:41856: Valuing American options using fast recursive projections

Antonio Cosma, Stefano Galluccio and Olivier Scaillet

unige:41797: Nonparametric estimation of copulas for time series

Jean-David Fermanian and Olivier Scaillet