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Notes, Comments and Preliminary results

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