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Catégorie

Finance d'entreprise

Publications associées (12)

Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation

Adam Robert Swietek

Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...

EPFL2024

Discount models

Damir Filipovic

Discount is the difference between the face value of a bond and its present value. We propose an arbitrage-free dynamic framework for discount models, which provides an alternative to the Heath-Jarrow-Morton framework for forward rates. We derive general c ...

Springer Heidelberg2023

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Simon Tièche

Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous month a ...

OXFORD UNIV PRESS INC2023

Closed form approximation methods for portfolio valuation and risk management

Lotfi Boudabsa

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

EPFL2023

Single-cell biology: what does the future hold?

Bart Deplancke

In this Editorial, our Chief Editor and members of our Advisory Editorial Board discuss recent breakthroughs, current challenges, and emerging opportunities in single-cell biology and share their vision of "where the field is headed." ...

WILEY2023

Between the Pattern and the Type: A short parallel story

Vasileios Chanis

Historically speaking, the notion of the type was reintroduced to the larger architectural discourse as a direct consequence of the crisis of the Modern. The task of revisiting the forms of the past also dictated the return of architectural methods that ha ...

2023

Counterculture as a Financial Asset: The Commodification of LX Factory in Lisbon

Luca Giovanni Pattaroni, Mischa-Sébastien Piraud, Letícia Cabeçadas Do Carmo

In recent decades, European cultural policies have become inseparable from urban policies, with culture becoming both the new promotional tool for cities aiming to be ‘creative’ (Vanolo, 2008; Vivant, 2009) and the source of unprecedented real estate profi ...

2023

Online appendix to: Debt dynamics with fixed issuance costs

Julien Hugonnier

We investigate equilibrium debt dynamics for a firm that cannot commit to a future debt policy and is subject to a fixed restructuring cost. We formally characterize equilibria when the firm is not required to repurchase outstanding debt prior to issuing a ...

2022

Shannon Bounds on Lossy Gray-Wyner Networks

Michael Christoph Gastpar, Erixhen Sula

The Gray-Wyner network subject to a fidelity criterion is studied. Upper and lower bounds for the trade-offs between the private sum-rate and the common rate are obtained for arbitrary sources subject to mean-squared error distortion. The bounds meet exact ...

2022

Essays in Financial Economics

Kevin Marc Rageth

This thesis consists of two chapters that study separate subjects in the area of corporate finance. The first chapter, titled â Economic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ , investigates economic gains in bank mergers and ...

EPFL2022

Predicting the stressed expected loss of large US banks

Amir Hossein Khalilzadeh Naghneh, Eric Jondeau

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

Use of space analog missions as an educational tool in primary schools

Volker Gass

Space exploration is a field that inspires a wide range of people, from children to university students, including the general public. With a return to the Moon planned for 2024 and the rapid expansion of the private industry, educating the next generation ...

PERGAMON-ELSEVIER SCIENCE LTD2022

Publications associées (12)