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DateTitle Authors
2001 Heterogeneity of Investors and Asset Pricing in a Risk-Value WorldFranke, Günter / Weber, Martin
2004 Two-fund separation in dynamic general equilibriumSchmedders, Karl
2000 Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without InsidersOehler, Andreas / Heilmann, Klaus / Läger, Volker
2013 Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF TestsChen, Wenjuan / Bettendorf, Timo
2013 Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPMPosch, Olaf / Schrimpf, Andreas
2013 Competition in Austrian Treasury AuctionsZulehner, Christine / Elsinger, Helmut / Schmidt-Dengler, Philipp
2008 Applications of statistical physics in finance and economicsLux, Thomas
2013 Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal modelLux, Thomas
2008 Recursive portfolio selection with decision treesAndriyashin, Anton / Härdle, Wolfgang Karl / Timofeev, Roman
2013 Bayesian estimation of a DSGE model with asset pricesKliem, Martin / Uhlig, Harald

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