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Notes, Comments and Preliminary results

May 02 2019 Claude Bergeron
  Recursive preferences, long-run risks, and stock valuation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 10 2018 Yu Takata
  Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2017 Stefano Alderighi
  A note on how to enhance liquidity in emerging markets by levering on trading participants
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 29 2017 Marcelo Brutti Righi
  Closed spaces induced by deviation measures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 23 2017 Stefano Herzel and Marco Nicolosi
  Portfolio allocation in actively managed funds
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 05 2016 Gaowang Wang and Juanjuan Yan
  Robustness, the Spirit of Capitalism and Asset Pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 11 2016 Pepin Dominique
  The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 16 2015 Dominique Pépin
  Intertemporal Substitutability, Risk aversion and Asset Prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 21 2015 Zhao Han
  A Dynamic Asset Pricing Model with Non-myopic Traders
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 29 2015 Gaetano Lisi
  Hedonic prices, capitalization rate and real estate appraisal
  Abstract  Contact Information  Citation  Full Text  -  Note