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Date Posted: October 31, 2006
Last Revised: December 8, 2006
Working Paper Series
443 downloads

A Review of Heuristic Optimization Methods in Econometrics
Swiss Finance Institute Research Paper No. 08-12
Manfred Gilli and Peter Winker
University of Geneva - Department of Econometrics and University of Giessen - Department of Economics
Date Posted: June 5, 2008
Last Revised: June 5, 2008
Accepted Paper Series
441 downloads

Model Combination and Stock Return Predictability
Swiss Finance Institute Research Paper No. 06-5
Matthias Hagmann-von Arx and Joachim Loebb
University of Lausanne - Institute of Banking & Finance (IBF) and University of Zurich - Swiss Banking Institute (ISB)
Date Posted: July 5, 2006
Last Revised: July 5, 2006
Working Paper Series
439 downloads

What Jump Process to Use to Model S&P 500 Returns?
Swiss Finance Institute Research Paper No. 06-6
Maria Semenova
University of Lausanne - Institute of Banking and Finance (IBF)
Date Posted: June 21, 2006
Last Revised: June 23, 2006
Working Paper Series
433 downloads

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
Swiss Finance Institute Research Paper No. 06-19, AFA 2007 Chicago Meetings Paper
Bernard Dumas , Alexander Kurshev and Raman Uppal
University of Lausanne - Swiss Finance Institute , London Business School and London Business School
Date Posted: March 10, 2006
Last Revised: October 31, 2006
Working Paper Series
414 downloads

Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
Swiss Finance Institute Research Paper No. 07-19
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Date Posted: July 5, 2007
Last Revised: July 19, 2007
Working Paper Series
409 downloads

Financing and Takeovers
Swiss Finance Institute Research Paper No. 06-22
Erwan Morellec and Alexei Zhdanov
Swiss Federal Institute of Technology Lausanne and University of Lausanne - Institute of Banking and Finance (IBF)
Date Posted: July 19, 2006
Last Revised: December 8, 2006
Working Paper Series
397 downloads

Hybrid Cat-Bonds
Swiss Finance Institute Research Paper No. 07-27
Pauline M. Barrieu and Henri Louberge
London School of Economics and University of Geneva - Department of Political Economics
Date Posted: October 10, 2007
Last Revised: October 15, 2007
Working Paper Series
393 downloads

Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
Swiss Finance Institute Research Paper No. 07-05
Peter Bossaerts , Charles R. Plott and William R. Zame
California Institute of Technology , California Institute of Technology - Division of the Humanities and Social Sciences and University of California, Los Angeles - Department of Economics
Date Posted: May 8, 2007
Last Revised: July 25, 2007
Working Paper Series
385 downloads

The Inflation Hedging Characteristics of U.S. and U.K. Investments: A Multi-Factor Error Correction Approach
Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2008, Swiss Finance Institute Research Paper No. 06-4
Martin Hoesli , Colin Lizieri and Bryan MacGregor
University of Geneva - Graduate School of Business (HEC-Geneva) , affiliation not provided to SSRN and University of Aberdeen - Centre for Property Research
Date Posted: June 21, 2006
Last Revised: June 21, 2006
Accepted Paper Series
383 downloads

Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility
EFA 2003 Annual Conference Paper No. 163; FAME Research Paper Series
Peng Cheng and O. Scaillet
FAME and University of Geneva - HEC
Date Posted: May 16, 2003
Last Revised: August 6, 2003
Working Paper Series
375 downloads

On Swiss Timing and Selectivity: In the Quest of Alpha
FAME Working Paper No. 27
Francois Lhabitant
Kedge Capital Fund Management
Date Posted: July 23, 2001
Last Revised: September 6, 2005
Working Paper Series
364 downloads

Repo Markets, Counterparty Risk, and the 2007/2008 Liquidity Crisis
ECB Working Paper No. 909, Swiss Finance Institute Research Paper No. 08-24
Christian Ewerhart and Jens Tapking
University of Zurich - Faculty of Business Administration - Institute for Empirical Research in Economics (IEW) and European Central Bank (ECB)
Date Posted: July 4, 2008
Last Revised: September 8, 2008
Working Paper Series
356 downloads

Exchange Rate Volatility and Productivity Growth: The Role of Financial Development
Swiss Finance Institute Research Paper No. 06-16
Philippe Aghion , Philippe Bacchetta , Romain Ranciere and Kenneth Rogoff
Harvard University - Department of Economics , University of Lausanne , International Monetary Fund (IMF) and Harvard University - Department of Economics
Date Posted: October 6, 2006
Last Revised: October 7, 2006
Working Paper Series
354 downloads

Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
FAME Research Paper No. 66
Paolo Battocchio , Francesco Menoncin and O. Scaillet
Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) , University of Brescia - Department of Economics and University of Geneva - HEC
Date Posted: May 30, 2003
Last Revised: June 5, 2003
Working Paper Series
352 downloads

The Determinants of the Block Premium and of Private Benefits of Control
ECGI - Finance Working Paper No. 202/2008, Swiss Finance Institute Research Paper No. 08-21
Rui A. Albuquerque and Enrique J. Schroth
Boston University - School of Management and University of Amsterdam
Date Posted: March 4, 2008
Last Revised: October 27, 2008
Working Paper Series
335 downloads

Dynamic Allocation of Treasury and Corporate Bond Portfolios
FAME Research Paper No. 64
Roger Walder
University of Lausanne (HEC), International Center FAME and Banque Cantonale Vaudoise, Switzerland
Date Posted: June 12, 2002
Last Revised: February 7, 2003
Working Paper Series
332 downloads

Why Do the Swiss Rent?
Swiss Finance Institute Research Paper No. 07-04
Steven C. Bourassa and Martin Hoesli
University of Louisville - School of Urban & Public Affairs and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: February 22, 2007
Last Revised: February 22, 2007
Working Paper Series
329 downloads

Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Swiss Finance Institute Research Paper No. 06-8
Alexey N. Medvedev and O. Scaillet
University of Geneva - Graduate School of Business (HEC-Geneva) and University of Geneva - HEC
Date Posted: June 21, 2006
Last Revised: July 18, 2006
Working Paper Series
328 downloads

'Running in the Family': The Evolution of Ownership, Control, and Performance in German Family-Owned Firms, 1903-2003
Swiss Finance Institute Research Paper No. 06-13
Eric Nowak , Olaf Ehrhardt and Felix Michael Weber
University of Lugano , Humboldt-Universitat zu Berlin and Elephant Equity
Date Posted: March 16, 2006
Last Revised: November 15, 2006
Working Paper Series
325 downloads

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