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DateTitle Authors
2010 World Equity Premium based Risk Aversion EstimatesPozzi, L.C.G. / de Vries, C.G. / Zenhorst, J.
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 The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected VolatilityYang, Yan / Copeland, Laurence
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.
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

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