Working paper

Author(s) : Grigory Vilkov
The regulatory measures we study are the Tobin tax, shortsale constraints, and leverage constraints. The main contribution of our research is to...
2014
Author(s) : Hilary Till
The price-pressure effects of index investments in the global stock markets are well documented.  And even...
2014
Author(s) :
The price-pressure effects of index investments in the global stock markets are well documented.  And even...
2014
Author(s) : Hilary Till
The price-pressure effects of index investments in the global stock markets are well documented.  And even...
2014
Author(s) :
The price-pressure effects of index investments in the global stock markets are well documented.  And even...
2014
Author(s) : Attilio Meucci
Entropy Pooling can be implemented nonparametrically or parametrically. The non-parametric implementation with historical scenarios is more suitable...
2014
Author(s) : David Ardia
Entropy Pooling can be implemented nonparametrically or parametrically. The non-parametric implementation with historical scenarios is more suitable...
2014
Author(s) : Marcello Colasante
Entropy Pooling can be implemented nonparametrically or parametrically. The non-parametric implementation with historical scenarios is more suitable...
2014
Author(s) : Lionel Martellini
Using formal intertemporal spanning tests, we find that interest rate risk dominates inflation risk so...
2014
Author(s) :
Using formal intertemporal spanning tests, we find that interest rate risk dominates inflation risk so...
2014
Author(s) : Lionel Martellini
Using formal intertemporal spanning tests, we find that interest rate risk dominates inflation risk so...
2014
Author(s) :
Using formal intertemporal spanning tests, we find that interest rate risk dominates inflation risk so...
2014
Author(s) : Hilary Till
This article will discuss the state of the art in applying returns-based analyses to hedge funds. It will pay particular attention to those hedge...
2013
Author(s) : Joseph Eagleeye

2013
Author(s) : Frederic Blanc-Brude
We propose to use the debt service cover ratio (DSCR or the ratio of the firm's free cash flow to its...
2013
Author(s) :
We propose to use the debt service cover ratio (DSCR or the ratio of the firm's free cash flow to its...
2013
Author(s) : Omneia R.H. Ismail
We propose to use the debt service cover ratio (DSCR or the ratio of the firm's free cash flow to its...
2013
Author(s) : Frederic Blanc-Brude
We propose to use the debt service cover ratio (DSCR or the ratio of the firm's free cash flow to its...
2013
Author(s) :
We propose to use the debt service cover ratio (DSCR or the ratio of the firm's free cash flow to its...
2013

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