|
Working Paper
|
Author
|
Subject |
|
R. Kast, A. Lapied, P.
Toquebeuf |
Updating Choquet Integrals, Consequentialism and Dynamic Consistency (Download) | |
| 5/08 | A. Lijoi, I. Pruenster,
S. G. Walker |
Posterior Analysis for
some Classes of Nonparametric Models (Download),
(published
in the Journal of Nonparametric Statistics, 20, 2007, 447-457). |
| 6/08 | A. Lijoi, I. Pruenster, S. G. Walker | Bayesian Non
Parametric Estimators Derived from Conditional Gibbs Structures (Download),
(published
in The Annals of Applied Probability, 18, 2008, 1519-1547). |
| 7/08 | M. Mania, R. Tevzadze |
Backward Stochastic
PDEs Related to the Utility Maximization Problem (Download) |
| 10/08 | C. Morana |
Realized Portfolio Selection in the Euro Area (Download) |
| 11/08 | F. Aleskerov |
Power Distribution in the Electoral Body with an Application to the Russian Parliament (Download) |
| 12/08 | F. Aleskerov, V.
Belousova, M. Serdyuk, V. Solodkov |
Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation (Download) |
| 14/08 | A. Beltratti, C. Morana | International Shocks
and National House Prices (Download),
(appeared as
"International House Prices and Macroeconomics Fluctuations", in the
Journal of Banking and Finance, 34, 2009, 535-545). |
|
C. Morana
|
Realized Betas and the
Cross-Section of Expected Returns (Download),
(published
in Applied FinancialEconomics, 19, 2009, 1371-1381). |
|
| 24/08 | M. Mania, M. Santacroce |
Exponential Utility
Maximization under Partial Information (Download),
(appeared as
"Exponential Hedging under Partial Information" in Finance and
Stochastics, published online on November 12, 2009, DOI:
10.1007/s00780-009-0114-z). |