4/07/2024 Asset Pricing & Behavioural Finance Human-Robot Interactions in Investment Decisions This paper highlights the impact of human-robot interactions on investors' behaviour and risk-adjusted returns.
25/06/2015 Portfolio Allocation The asset- and mortgage-backed securities market in Europe How do European asset- and mortgage-backed securities fare today five years after the 2008 crisis they have been incriminated in?
25/06/2015 Asset Pricing & Behavioural Finance Global Excess Liquidity and Asset Prices in Emerging Markets...
14/01/2015 Asset Pricing & Behavioural Finance Option Pricing under Skewness and Kurtosis using a Cornish F... This paper revisits the pricing of options, in a context of financial stress, when the underlying asset’s returns displays skewness and excess kurtosis.