Finance

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0403001: Finance and the Business Cycle: International, Inter-industry Evidence

Matias Braun and Borja Larrain

0402020: Would the CAPM Hold in a Risk-Indifferent World?

Silviu Alb

0402019: Des conventions aux performances: pour un outil d’élaboration d’un accord - Toward an agreement

Bernard Paranque

0402018: Hedge Fund Performance and Persistence in Bull and Bear Markets

Daniel Capocci, Corhay Albert and Georges Hübner

0402017: SOME TECHNICAL ANALYSIS ON THE STOCK MARKET: SPAIN AND USA

Fernando Rubio Fernandez

0402016: Portfolio Optimization With Stochastic Dominance Constraints

Darinka Dentcheva and Andrzej Ruszczynski

0402015: ADMINISTRACIÓN DE LA CONTABILIDAD DE COSTOS. APUNTES DE CLASES Y EJERCICIOS (CASOS). BORRADOR

Fernando Rubio Fernandez

0402014: Using the Scaling Analysis to Characterize Financial Markets

T. Di Matteo, T. Aste and Michel Dacorogna

0402013: An investigation of a portfolio-loss under the CAPM

V. Reznik and U. Spreitzer

0402012: LA INFORMACION CONTABLE Y LA VALUACION DE ACTIVOS DE CAPITAL EN EL SECTOR DE INVERSIONES CHILENO

Fernando Rubio Fernandez

0402011: Borrowing Alone The Theory and Policy Implications of the Commodification of Finance

Greg Hannsgen

0402010: FACTORES DE RIESGO NO SISTEMATICO EN LA EXPLICACION DE LOS RETORNOS DE LAS ACCIONES EN EL MERCADO BURSATIL CHILENO

Fernando Rubio Fernandez

0402009: SECTEURS DE FINANCEMENT ET GESTION DE LA RENTABILITE Flexibilité financière et performances - Sectors of financing and profitability

Bernard Paranque

0402008: Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model

Marc Henrard

0402007: CAPITAL ASSET PRICING MODEL (CAPM) Y ARBITRAGE PRICING THEORY (APT): UNA NOTA TÉCNICA

Fernando Rubio Fernandez

0402006: LA ESTRATEGIA DE CITICORP EN CHILE. Capítulos 4 a 7

Fernando Rubio Fernandez

0402005: LA ESTRATEGIA DE CITICORP EN CHILE. Capitulo 3. EL MERCADO FINANCIERO CHILENO

Fernando Rubio Fernandez

0402004: DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica

Fernando Rubio Fernandez

0402003: LA ESTRATEGIA DEL BANCO BILBAO VIZCAYA FRENTE AL BANCO SANTANDER

Fernando Rubio Fernandez

0402002: CORTE TRANSVERSAL DE LOS RETORNOS ESPERADOS EN EL MERCADO ACCIONARIO CHILENO

Fernando Rubio Fernandez

0402001: SIMPLE TRADING RULES: TRADING ON IBEX AT MEFF

Fernando Rubio Fernandez

0401007: Return-Volume Dependence and Extremes in International Equity Markets

Terry A. Marsh and Niklas Wagner

0401006: Does Financial Structure Matter?

Philip Arestis, Ambika D. Luintel and Kul Luintel

0401005: The Valuation of Inflation-Indexed and FX Convertible Bonds

Yoram Landskroner and Alon Raviv

0401004: The Froot and Stein Model Revisited

Nils Hogh, Oliver Linton and Jens Nielsen

0401003: Optimal Convergence Trading

Vladislav Kargin

0401002: Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes

Jingzhi Huang and Liuren Wu

0401001: Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns

Liuren Wu

0312012: Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange

Kian-Ping Lim, Venus Liew and Hock-Tsen Wong

0312011: STOCK MARKET VALUATION IN THE UNITED STATES

Patrick Bisciari, Alain Durré and Alain Nyssens

0312010: Banking Efficiency in Visegrad Countries Before Joining the European Union

Daniel Stavarek

0312009: Credit Risk Modeling and the Term Structure of Credit Spreads

Li Chen and H. Vincent Poor

0312008: Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach

Li Chen and H. Vincent Poor

0312007: Booms, Busts, and Fraud

Paul Povel, Rajdeep Singh and Andrew Winton

0312006: IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis

Pierre Giot and Armin Schwienbacher

0312005: Market imperfections, equilibrium and arbitrage

Elyès Jouini

0312004: Equilibrium Pricing in Incomplete Markets

Elyès Jouini and Abdelhamid Bizid

0312003: No-arbitrage and state price deflators in a general continuous time framework

Elyès Jouini, Clotilde Napp and Walter Schachermayer

0312002: Arbitrage with fixed costs and interest rate models

Elyès Jouini, Hedi Kallal and Clotilde Napp

0312001: Consensus consumer and intertemporal asset pricing with heterogeneous beliefs

Elyès Jouini and Clotilde Napp

0311014: What is the Link Between Margin Loans and Stock Market Bubbles?

Markus Ricke

0311013: Static Hedging of Multivariate Derivatives by Simulation

Paolo Pellizzari

0311012: American Option Pricing with Transaction Costs

Valeri Zakamouline

0311011: Bidder Asymmetry in Takeover Contests: The Role of Deal Protection Devices

Paul Povel and Rajdeep Singh

0311010: The U-shaped Investment Curve: Theory and Evidence

Sean Cleary, Paul Povel and Michael Raith

0311009: European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs

Valeri Zakamouline

0311008: Cutting the Dividends Tax…and Corporate Governance Too?

Dino Falaschetti and Michael Orlando

0311007: Alternative Market Structures for Derivatives

Söhnke Bartram and Frank R. Fehle

0311006: Playing on profits cycle?

Dmitry Baryshevsky

0311005: A General Theory of Stock Market Valuation and Return

Christophe Faugere and Julian Van Erlach