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DateTitle Authors
2010 Convertible bonds: Risks and optimal strategiesHuang, Haishi
2010 World Equity Premium based Risk Aversion EstimatesPozzi, L.C.G. / de Vries, C.G. / Zenhorst, J.
2011 Overconfidence and bubbles in experimental asset marketsMichailova, Julija / Schmidt, Ulrich
2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State?Pozzi, Lorenzo / Wolswijk, Guido
2013 A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfactionBell, David R. / Ledoit, Olivier / Wolf, Michael
2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costsBuss, Adrian / Uppal, Raman / Vilkov, Grigory
2008 Estimating yield curves from swap, BUBOR and FRA dataReppa, Zoltán
2014 The cross-section of stock returns in an early stock marketYe, Qing / Turner, John D.
2010 Risk premia in general equilibriumPosch, Olaf
2010 Predictability of asset returns and the efficient market hypothesisPesaran, Mohammad Hashem

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