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Series handle: RePEc:gnv:wpgsem
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Content
2021
- unige:150822Skill, scale, and value creation in the mutual fund industry
by Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick
2020
- unige:140104Financing off-grid solar energy access: hypotheses on covid-19 long term impacts
by Balkenhol, Bernhard & Martinez Gutierrez, Catalina - unige:138414Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets
by Li, Chenxu & Scaillet, Olivier & Shen, Yiwen - unige:134136Backtesting marginal expected shortfalland related systemic risk measures
by Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier - unige:134101Spanning analysis of stock market anomalies under prospect stochastic dominance
by Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas - unige:129395A higher-order correct fast moving-average bootstrap for dependent data
by La Vecchia, Davide & Moor, Alban & Scaillet, Olivier
2019
- unige:125031Estimation of large dimensional conditional factor models in finance
by Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier
2018
- unige:110006The Cross-Sectional Distribution of Fund Skill Measures
by Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier - unige:102836Spanning tests for markowitz stochastic dominance
by Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas
2017
- unige:93900High-frequency jump analysis of the bitcoin market
by Scaillet, Olivier & Treccani, Adrien & Trevisan, Christopher
2016
- unige:84999Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy
by Scaillet, Olivier & Trojani, Fabio & Camponovo, Lorenzo - unige:84701Real Estate Research in Europe
by Hoesli, Martin E. - unige:84700High Frequency House Price Indexes with Scarce Data
by Hoesli, Martin E. & Bourassa, Steven - unige:84699Real Estate Company Reactions to Financial Market Regulation
by Hoesli, Martin E. & Milcheva, Stanimira & Moss, Alex - unige:82087Valuing American options using fast recursive projections
by Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier
2015
- unige:77631Trade and frictional unemployment in the global economy
by Robert-Nicoud, Frédéric & Carrere, Céline & Grujovic, Anja - unige:76321Time-varying risk premium in large cross-sectional equity datasets
by Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier
2012
- unige:41856Valuing American options using fast recursive projections
by Cosma, Antonio & Galluccio, Stefano & Scaillet, Olivier
2003
- unige:41797Nonparametric estimation of copulas for time series
by Fermanian, Jean-David & Scaillet, Olivier
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