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DateTitle Authors
2008 Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial MarketsSonnemans, Joep / Tuinstra, Jan
2013 Phase transition in the S&P stock marketRaddant, Matthias / Wagner, Friedrich
2002 Mean-Variance Hedging under Additional Market InformationThierbach, Frank
2002 How to Avoid a Hedging BiasDudenhausen, Antje
2003 Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrongPeeters, Bas / Dert, Cees L. / Lucas, André
2003 Valuing Euro Rating-Triggered Step-Up Telecom BondsHouweling, Patrick / Mentink, Albert / Vorst, Ton
2004 Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?Branger, Nicole / Schlag, Christian
2006 "Home, sweet home": Die Entwicklung des Handelsvolumens deutscher Aktien im AuslandGrote, Michael H. / Kube, Florian / Küchen, Michael
2002 Besteuerung des Nichts: Steuerarbitrage und das schwindende Aufkommen bei KapitaleinkommensteuernSchindler, Dirk
2006 Excess Volatility in European Equity Style Indices: New EvidenceBerneburg, Marian

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