The Institute's faculty is a very diversified international team of professors and researchers who are primarily dedicated to publishing cutting-edge research in top finance journals, but they also engage in high level education in finance as well as in knowledge transfer activities such as conferences, seminars and public debates on a broad range of finance topics.
Berrada T., Detemple J. and Rindisbacher M.
Asset pricing with beliefs-dependent risk aversion and learning
Journal of Financial Economics forthcoming
Scaillet O., Gagliardini P., Ossola E.
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
Scaillet O., Bajgrowicz P., Treccani A.
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Management Science 2016
Please consult our webpage on Knowledge and Publications
Recent Ph.D. Theses
Three Essays on Behavioural Finance (Hemmens 2017)
Three Important Financial Stability Issues in Banking (Efing 2016)
Essays on Asset Pricing and Portfolio Allocation (Coupy 2016)
High-Frequency and High-Dimensionality in Finance (Treccani 2016)
The Assessment of Real Estate Risk (Chaney 2015)
Three Essays in Financial Economics (Kousse 2015)
Financial Contagion and Liquidity in Real Estate Markets (Reka 2014)