Instituts

 
The Institute's faculty is a very diversified international team of professors and researchers who are primarily dedicated to publishing cutting-edge research in top finance journals, but they also engage in high level education in finance as well as in knowledge transfer activities such as conferences, seminars and public debates on a broad range of finance topics.

 

Sélection de publications

Berrada, T., Detemple, J., & Rindisbacher, M. (2017).
Asset Pricing with Beliefs-Dependent Risk Aversion and Learning.
Journal of Financial Economics, forthcoming.

Payzan-LeNestour, E., Balleine, B., Berrada, T. N., & Pearson, J. (2016).
Variance After-Effects Distort Risk Perception in Humans.
Current Biology, 26
(11), 1500-1504. DOI: 10.1016/j.cub.2016.04.023

Gagliardini, P., Ossola, E., & Scaillet, O. (2016).
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets.
Econometrica, 84, 985-1046. DOI: 10.3982/ECTA11069

Bajgrowicz, P. G., Scaillet, O., & Treccani, A. (2016).
Jumps in High-Frequency Data : Spurious Detections, Dynamics, and News.
Management Science, 62
(8), 2198-2217. DOI: 10.1287/mnsc.2015.2234

 

Veuillez consulter notre page web intitulée Savoir & publications

 

Thèses de doctorat récentes

Three Essays on Behavioural Finance (Hemmens, C. 2017)

Three Important Financial Stability Issues in Banking (Efing, M. 2016)

Essays on Asset Pricing and Portfolio Allocation (Coupy, S. 2016)

High-Frequency and High-Dimensionality in Finance (Treccani, A. 2016)

The Assessment of Real Estate Risk (Chaney, A. 2015)

Three Essays in Financial Economics (Kousse, K. L. H. 2015)

Three Essays in Financial Economics : Feedback Mechanisms in Financial Markets and Agency Problems (Odabasioglu, A. 2015)

Financial Contagion and Liquidity in Real Estate Markets (Reka, K. 2014)

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