VaR and CVaR Implied in Option Prices

by Giovanni Barone Adesi
Published 2016-02-01

“FINANCE AND GROWTH” RE-VISITED

by LIZETHE MÉNDEZ-HERAS, STEVEN ONGENA
Published 2020-06-01

Rational Belief Bubbles

by Hyun-U Sohn, Didier Sornette, Didier Sornette
Published 2020-08-01

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

by Florent Gallien, Serge Kassibrakis, Semyon Malamud
Published 2018-10-01

The sovereign money initiative in Switzerland: an economic assessment

by Philippe Bacchetta
Published 2018-01-01

Governing Personalized Health: A Scoping Review

by Philipp Trein, Joël Wagner, Joël Wagner
Published 2021-04-01

Overpricing persistence in experimental asset markets with intrinsic uncertainty

by Sornette Didier, Andraszewicz Sandra, Wu Ke, Murphy Ryan O., Rindler Philipp, Sanadgol Dorsa
Published 2020-12-01

Comparing ask and transaction prices in the Swiss housing market

by Diego Ardila, Ahmed Ahmed, Didier Sornette
Published 2021-04-01