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Notes, Comments and Preliminary results |
| Mar 30 2025 |
Shiba Suzuki and Hiroaki Yamagami |
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Pessimism toward climate disasters and asset prices: A quantitative investigation |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Claude Bergeron |
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Intertemporal asset pricing without risk-free security, zero-beta portfolio and consumption data |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Patrizio Morganti |
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From shadow banking to resilient market-based finance |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Michele Dell´Era |
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Financial transaction taxes and expert advice |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
David Roubaud |
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A real option to divest with two correlated sources of ambiguity |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Noureddine Kouaissah and Amin Hocine |
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Robust drawdown-based performance measures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Claude Bergeron |
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The three-factor model without a linear return generating process |
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Abstract Contact Information Citation Full Text - Note |
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