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Publications associées (25)

3D phase contrast MRI: Partial volume correction for robust blood flow quantification in small intracranial vessels

Mohamed Farhat, Pierre Bouillot

Purpose: Recent advances in 3D-PCMRI (phase contrast MRI) sequences allow for measuring the complex hemodynamics in cerebral arteries. However, the small size of these vessels vs spatial resolution can lead to non-negligible partial volume artifacts, which ...

Wiley2018

Non-myopic betas

Semyon Malamud

An overlapping generations model with investors having heterogeneous investment horizons leads to a two-factor asset pricing model. The risk premiums are determined by the exposure to the market (myopic betas) and the future return on the efficient portfol ...

2018

IT Investment and its impacts : does IT matter during crisis, during financing and in Innovation?

Shameem Hasan

This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...

EPFL2018

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

Semyon Malamud

We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...

2018

Sum-Rate Capacity for Symmetric Gaussian Multiple Access Channels with Feedback

Michael Christoph Gastpar, Erixhen Sula

The feedback sum-rate capacity is established for the symmetric three-user Gaussian multiple-access channel (GMAC). The main contribution is a converse bound that combines the dependence-balance argument of Hekstra and Willems (1989) with a variant of the ...

2018