L’équipe de l’Institut est diversifiée et se compose de chercheurs et de professeurs qui se consacrent à la publication de leurs recherches de pointe dans les meilleures revues financières. Elle s’investit également en faveur d’une formation en finance de haut niveau et contribue au partage du savoir en organisant des conférences, des séminaires et des débats publics portant sur un large éventail de sujets en matière de finance.
Sélection de publications
Chaieb, I., Errunza, V., & Langlois, H. (2020)
How is Liquidity Priced in Global Markets?
Review of Financial Studies, doi:10.2139/ssrn.3103767
Chaieb, I., Langlois, H., & Scaillet, O. (2020)
Factors and Risk Premia in Individual International Stock Returns
Journal of Financial Economics, doi:10.2139/ssrn.3103752
Cosma, A., Gallucio, S., Pederzoli, P. & Scaillet, O. (2018).
Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps
Journal of Financial and Quantitative Analysis, forthcoming.
Oikarinen, E., Bourassa, S.C., Hoesli, M., & Engblom, J. (2018).
U.S. Metropolitan House Price Dynamics.
The Journal of Urban Economics, 105, 54-69, doi:10.1016/j.jue.2018.03.001.
Piatti I., Trojani F.
Dividend Growth Predictability and the Price-Dividend Ratio.
Management Science, doi: 10.2139/ssrn.2077381 .
Schneider, P. & Trojani F. (2018).
(Almost) Model-Free Recovery.
Journal of Finance, doi: 10.2139/ssrn.2641896.
Berrada, T., Detemple, J., & Rindisbacher, M. (2017).
Asset Pricing with Beliefs-Dependent Risk Aversion and Learning.
Journal of Financial Economics, forthcoming.
Payzan-LeNestour, E., Balleine, B., Berrada, T. N., & Pearson, J. (2016).
Variance After-Effects Distort Risk Perception in Humans.
Current Biology, 26(11), 1500-1504. doi: 10.1016/j.cub.2016.04.023
Gagliardini, P., Ossola, E., & Scaillet, O. (2016).
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets.
Econometrica, 84, 985-1046. doi: 10.3982/ECTA11069
Bajgrowicz, P. G., Scaillet, O., & Treccani, A. (2016).
Jumps in High-Frequency Data : Spurious Detections, Dynamics, and News.
Management Science, 62(8), 2198-2217. doi: 10.1287/mnsc.2015.2234
> Pour une liste complète, veuillez consulter notre page web Savoir et publications
Thèses de doctorat récentes
Essays on Bank Capital Structure (Hrasko, G. 2019)
Dynamic Stochastic General Equilibrium Models with Heterogeneous Agents : Theory, Computation and Application (Pröhl, E. 2018)
Essays in asset Pricing (Pederzolli, P. 2018)
Three Essays on Behavioural Finance (Hemmens, C. 2017)
Three Important Financial Stability Issues in Banking (Efing, M. 2016)
Essays on Asset Pricing and Portfolio Allocation (Coupy, S. 2016)
High-Frequency and High-Dimensionality in Finance (Treccani, A. 2016)
The Assessment of Real Estate Risk (Chaney, A. 2015)
Three Essays in Financial Economics (Kousse, K. L. H. 2015)
Three Essays in Financial Economics : Feedback Mechanisms in Financial Markets and Agency Problems (Odabasioglu, A. 2015)
Financial Contagion and Liquidity in Real Estate Markets (Reka, K. 2014)
> Veuillez cliquer ici pour de plus amples informations sur le programme de doctorat en finance
