Show items per page
Elements: 153
Page 1 on 8
 TitleAuthors / EditorsDate
add to browser selection
Reassessing false discoveries in mutual fund performance: skill, luck, or lack of power? a reply Barras, Laurent; Scaillet, Olivier; Wermers, Russ 2020
add to browser selection
Spanning analysis of stock market anomalies under prospect stochastic dominance Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas 2020
add to browser selection
Backtesting marginal expected shortfalland related systemic risk measures Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, Jeremy; Scaillet, Olivier 2020
add to browser selection
A higher-order correct fast moving-average bootstrap for dependent data La Vecchia, Davide; Moor, Alban; Scaillet, Olivier 2020
add to browser selection
Saddlepoint approximations for spatial panel data models Jiang, Chaonan; La Vecchia, Davide; Ronchetti, Elvezio; Scaillet, Olivier 2020
add to browser selection
Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets Li, Chenxu; Scaillet, Olivier; Shen, Yiwen 2020
add to browser selection
Four essays in behavioral economics and information security Doell, Olivia 2019
add to browser selection
Personalized philanthropy Ugazio, Giuseppe 2019
add to browser selection
A diagnostic criterion for approximate factor structure Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2019
add to browser selection
Essays in Asset Pricing Pederzoli, Paola 2018
add to browser selection
Dynamic stochastic general equilibrium models with heterogeneous agents: theory, computation and application Proehl, Elisabeth Rita 2018
add to browser selection
U.S. metropolitan house price dynamics Oikarinen, Elias; Bourassa, Steven C.; Hoesli, Martin E.; Engblom, Janne 2018
add to browser selection
The Cross-Sectional Distribution of Fund Skill Measures Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier 2018
add to browser selection
Spanning tests for markowitz stochastic dominance Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas 2018
add to browser selection
Commonality in liquidity and real estate securities Hoesli, Martin E.; Kadilli, Anjeza; Reka, Kustrim 2017
add to browser selection
Real estate investing: opportunities and challenges Falkenbach, Heidi; Hoesli, Martin E. 2017
add to browser selection
High frequency house price indexes with scarce data Bourassa, Steven C.; Hoesli, Martin E. 2017
add to browser selection
Three essays on behavioural finance Hemmens, Christopher 2017
add to browser selection
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio 2017
add to browser selection
High-frequency jump analysis of the bitcoin market Scaillet, Olivier; Treccani, Adrien; Trevisan, Christopher 2017
<< previous | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |