Herve Roche

Universidad Adolfo Ibanez

Associate Professor of Finance

Santiago

Chile

SCHOLARLY PAPERS

3

DOWNLOADS

395

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

A Valuation Framework for Rent-to-Own Housing Contracts

Number of pages: 23 Posted: 01 Mar 2014
Sanjiv Jaggia, Herve Roche and Satish Thosar
California Polytechnic State University - Orfalea College of Business, Universidad Adolfo Ibanez and University of Redlands - School of Business
Downloads 307 (182,443)
Citation 2

Abstract:

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Rent-to-Own, Shadow inventory, Binomial tree, Nash bargaining

2.

Excess Volatility and Mispricing in the Presence of Sentiment and Institutional Investors

Number of pages: 54 Posted: 11 Dec 2022 Last Revised: 13 Jan 2024
University of New South Wales (UNSW), Universidad Adolfo Ibanez and Universidad de los Andes, Chile
Downloads 87 (533,422)

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Sentiment, Excess Volatility, Mispricing, Benchmarking, Institutional Investors.

3.

Strategic Asset Allocation Under Peer Group Benchmarks

CEPR Discussion Paper No. DP17042
Number of pages: 52 Posted: 29 Mar 2022
Herve Roche and Nicolas Sahuguet
Universidad Adolfo Ibanez and HEC Montreal - Institute of Applied Economics
Downloads 1 (1,115,529)
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Abstract:

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Incentive fees, Managed fund industry, Peer-comparison Benchmarks, Strategic Portfolio Allocation, tournaments