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Concept

Actif (comptabilité)

Publications associées (26)

Optimal incentives and securitization of defaultable assets

Semyon Malamud

We study optimal securitization in the presence of an initial moral hazard. A financial intermediary creates and then sells to outside investors defaultable assets, whose default risk is determined by the unobservable costly effort exerted by the intermedi ...

Elsevier2013

Towards a global participatory platform Democratising open data, complexity science and collective intelligence

Karl Aberer

The FuturICT project seeks to use the power of big data, analytic models grounded in complexity science, and the collective intelligence they yield for societal benefit. Accordingly, this paper argues that these new tools should not remain the preserve of ...

Springer Verlag2012

Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis

Franck Claude Raynaud

This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both withi ...

2012

Essays on Equilibrium Asset Pricing

This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...

EPFL2010

Real estate issues : portfolio diversification, pricing and time-on-market

This thesis discusses the difficulties of pricing real estate by using the existing financial economic theory and investigates an alternative approach in order to take into account the 'unique' nature of real estate risk. It consists of three essays placin ...

EPFL2009

Streamlining asset maintenance throughout analysis of its usage data

Dimitrios Kyritsis, Paul Xirouchakis

Recently, with the advent of emerging technologies such as radio frequency identification (RFID), various sensors, and wireless telecommunication, we can have the visibility of asset status information over the whole asset lifecycle. It gives us new challe ...

Springer, 233 Spring Street, New York, Ny 10013, United States2008

Publications associées (26)