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Working papers 2012

 

Antonio Cosma, Stefano Galluccio, Olivier Scailliet

Valuing American options using fast recursive projections.pdf 911,27 kB
 

Tibor Neugebauer, Rachel Corson and Enrique Fatás

Excludability and Contribution - A Laboratory Study in Team Production.pdf 699,82 kB
 

Fabian Irek, Thorsten Lehnert and Nicolas Martelin (joint with  Bart Frijns )

Noise Trading and the Cross-Section of Index Option Prices 2012 (1).pdf 963,22 kB
 

 Marc Boissaux and Jang Schiltz

Conditioned Higher Moment Portfolio Optimisation Using Optimal Control_2012 (2).pdf 421,98 kB
 

  Tibor Neugebauer (joint with Susana Cabrera, Enrique Fatas, Juan A. Lacomba ) 

Vertically Splitting a Firm_Promotion and Demotion in a Team Production Experiment _2012 (3).pdf 183,88 kB
 

  Lamia Bekkour, Xisong Jin, Thorsten Lehnert, Fanou Rasmouki and Christian Wolff

Euro at Risk_The Impact of Member Countries' Credit Risk on the Stability of the Common Currency_2012 (4).pdf 322,49 kB
 

  Yoichi Otsubo

Price Discovery of Tokyo - New York Cross-listed Stocks_2012 (5).pdf 203,29 kB
 

  Yoichi Otsubo

Measuring the Bid-Ask Spreads_Application to the European Union Allowances Futures Market_2012 (6).pdf 248,47 kB
 

   Yoichi Otsubo  (joint with Bruce Mizrach) 

The Market Microstructure of the European Climate Exchange_2012 (7).pdf 447,75 kB
 

  Theoharry Grammatikos and Robert Vermeulen

The 2007-2009 Financial Crisis_Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity_2012 (8).pdf 270,63 kB
 

  Thorsten Lehnert (joint with Bart Frijns, Remco Zwinkels  )

Sentiment Trades and Option Prices_2012 (9).pdf 214,57 kB
 

  Jos van Bommel (joint with José Penalva )

The Governance of Perpetual Financial Intermediaries_2012 (10).pdf 341,13 kB
 

  Jan Jaap Hazenberg

Effectiveness of independent boards of Luxembourg funds_2012 (11).pdf 416,32 kB
 

  Tibor Neugebauer and Sascha Füllbrunn

Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment_2012 (12).pdf 284,59 kB
 

  Jean-Daniel Guigou and  Jang Schiltz (joint with Bruno Lovat ) 

Optimal mix of funded and unfunded pension systems - the case of Luxembourg 2012 (13).pdf 864,07 kB
 

  Theoharry Grammatikos, Thorsten Lehnert and Yoichi Otsubo

Market Perceptions of US and European Policy Actions Around the Subprime Crisis 2012 (14).pdf 578,46 kB
 

  Jan Jaap Hazenberg

Independence and focus of Luxembourg UCITS fund boards.pdf 685,83 kB
 

  Malika Hamadi

The Small World of Corporate Boards-Worldwide - International Evidence from Listed Firms (18).pdf 134,56 kB
 

  Dennis Bams, Magdalena Pisa and Christian Wolff

Modeling default correlation in a US retail loan portfolio (19).pdf 695,34 kB