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DateTitle Authors
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
2008 Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial MarketsSonnemans, Joep / Tuinstra, Jan
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

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