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DateTitle Authors
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
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

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