Julien Cujean

Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne

c/o University of Geneve

40, Bd du Pont-d'Arve

1211 Geneva, CH-6900

Switzerland

  • Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Term Structure of Disagreement and Predictability Over the Business Cycle

Rotman School of Management Working Paper No. 2506673
Number of pages: 52 Posted: 19 Nov 2015
Julien Cujean and Michael Hasler
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 85 (305,188)

Abstract:

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Asset Pricing, Learning, Term Structure of Disagreement, Business Cycle, Predictability, Times-Series Momentum, Momentum Crashes

2.

The Social Dynamics of Performance

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 80 Posted: 12 Jun 2012 Last Revised: 26 Oct 2012
Julien Cujean
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 64 (358,110)
Citation 2

Abstract:

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rational-expectations equilibrium, information percolation, social interactions, performance measure, performance persistence, momentum