Menu
Contenu
Recherche

FR
EN

Menu

Actualités de l'équipe

Finance, Séminaire

Les séminaires de Novembre DRM-Finance

30 novembre 2018

Lire la suite

Finance, Soutenance de thèse

Pau Blasi

26 octobre 2018

Lire la suite

Finance, Soutenance de thèse

Yasmine Essafi

25 octobre 2018

Lire la suite

Finance, Atelier doctoral

Camille Hebert

18 octobre 2018

Lire la suite

Finance, Séminaire

Manju Puri

18 octobre 2018

Lire la suite

1. <<
1. <
1. 2
1. 3
1. 4
1. 5
1. 6
1. 7
1. 8
1. >
1. >>

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