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Actualités de l'équipe

Finance, Soutenance de thèse

Yasmine Essafi

25 octobre 2018

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Finance, Atelier doctoral

Camille Hebert

18 octobre 2018

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Finance, Séminaire

Manju Puri

18 octobre 2018

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Finance, Séminaire

Christine Parlour

27 septembre 2018

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Finance, Soutenance de thèse

Julien Ling

26 septembre 2018

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Dernières publications

Aïd, R., Campi, L., & Lautier, D. (2019). A model on the spot-futures no-arbitrage relations in commodity markets. dans J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji (Eds.), Financial Mathematics, Volatility and Covariance Modelling. Routledge .
Dargnies, M.-P., Hakimov, R., & Kübler, D. (2019). Self-confidence and unraveling in matching markets. Management Science.
Le Fol, G., Darolles, S., Lu, Y., & Sun, R. (2019). Bivariate integer-autoregressive process with an application to mutual fund flows. Journal of Multivariate Analysis, 173
Napp, C., & breda, T. (2019). Girls' comparative advantage in reading can largely explain the gender gap in math-intensive fields. Proceedings of the National Academy of Sciences of the United States of America.
Nefedova, T., & Pratobevera, G. (2019). Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?. Social Sciences Research Network. doi:10.2139/ssrn.3189086.
Riva, F., Calamia, A., & Deville, L. (2019). Liquidity provision in ETF markets: The basket and beyond. Finance, 40