Notes, Comments and Preliminary results Aug 08 2020 Elyes Jouini   Equilibrium pricing and market completion: a counterexample   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2020 Guillaume Coqueret and Bertrand Tavin   A note on implied correlation for bivariate contracts   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2020 Noureddine Kouaissah and Sergio Ortobelli lozza   Multivariate Stochastic Dominance: A Parametric Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 05 2020 Alcide Bennet and Brandon Renfro   Valuation, Dividend Yield, and the Expenditure Savings Multiple   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Claude Bergeron , Tov Assogbavi and Jean-pierre Gueyie   Conditional capital asset pricing model, long-run risk, and stock valuation   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2020 Liqun Liu and Zijun Wang   Tax avoidance and asset returns: some theoretical results on the tax clientele effects   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 03 2019 Raphaël Chiappini and Yves Jégourel   Explaining the role of commodity traders: A theoretical approach   Abstract  Contact Information  Citation  Full Text  -  Note   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