Instituts

 
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.

 

Selected Publications

Berrada T., Detemple J. and Rindisbacher M.
Asset pricing with beliefs-dependent risk aversion and learning
Journal of Financial Economics forthcoming

Berrada T., Payzan-LeNestour Elise, Balleine Bernard W., Pearson Joel
Variance After-Effects Distort Risk Perception in Humans
Current Biologyvol. 26, no. 11, p. 1500-1504, 2016

Scaillet O., Gagliardini P., Ossola E.
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
Econometrica 2016

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)

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