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DateTitle Authors
2007 Optimal stopping under ambiguityRiedel, Frank
2010 Herding of Institutional TradersKremer, Stephanie
2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression modelsRöthig, Andreas / Chiarella, Carl
2009 Optimal housing, consumption, and investment decisions over the life-cycleKraft, Holger / Munk, Claus
2011 Market timing and statistical arbitrage: Which market timing opportunities arise from equity price busts coinciding with recessions? The Swedish stock market in the financial crises 2008Grobys, Klaus
2012 Correlated trades and herd behavior in the stock marketJurkatis, Simon / Kremer, Stephanie / Nautz, Dieter
2009 Measuring the effects of geographical distance on stock market correlationEckel, Stefanie / Löffler, Gunter / Maurer, Alina / Schmidt, Volker
2000 Precautionary saving and portfolio allocation: DP by GMMLetendre, Marc-Andre / Smith, Gregor
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios
2008 Modelling and forecasting multivariate realized volatilityChiriac, Roxana / Voev, Valeri

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