2

Under/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings

Year:
2010
Language:
english
File:
PDF, 490 KB
english, 2010
3

PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES

Year:
2009
Language:
english
File:
PDF, 275 KB
english, 2009
4

Under-/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings

Year:
2011
Language:
english
File:
PDF, 393 KB
english, 2011
6

What Is a Prime Bank? A Euribor-OIS Spread Perspective

Year:
2014
Language:
english
File:
PDF, 354 KB
english, 2014
9

Portfolio selection with two-stage preferences

Year:
2005
Language:
english
File:
PDF, 136 KB
english, 2005
10

Macro-finance VARs and bond risk premia: A caveat

Year:
2009
Language:
english
File:
PDF, 848 KB
english, 2009
11

The Riskiness of Corporate Bonds

Year:
2014
Language:
english
File:
PDF, 290 KB
english, 2014
12

The equity premium in the long-run

Year:
2004
Language:
english
File:
PDF, 113 KB
english, 2004
14

Robust Portfolio Selection with and without Relative Entropy

Year:
2006
Language:
english
File:
PDF, 360 KB
english, 2006
18

Option-implied probability distributions: How reliable? How jagged?

Year:
2016
Language:
english
File:
PDF, 1.32 MB
english, 2016
21

What is a Prime Bank? A Euribor – OIS Spread Perspective

Year:
2013
Language:
english
File:
PDF, 474 KB
english, 2013
25

Assessing the Risks of Asset Overvaluation: Models and Challenges

Year:
2017
Language:
english
File:
PDF, 914 KB
english, 2017
27

Bayesian Analysis of Coefficient Instability in Dynamic Regressions

Year:
2019
Language:
english
File:
PDF, 387 KB
english, 2019