Thorsten Hens, Three Solutions to the Pricing Kernel Puzzle, In: Research Seminar, University of California Davis. 2011. (Conference Presentation)
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Christian Vögtlin, Andreas Scherer, MNCs as Political Actors in a Post-national World: Challenges and Implications for Human Resource Management, In: Research Workshop “Ethics and HRM: Theoretical and Conceptual Analyses”. 2011. (Conference Presentation)
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 Fatih Erol, Stefan Eilemann, Renato Pajarola, Cross-segment load balancing in parallel rendering, In: Eurographics Symposium on Parallel Graphics and Visualization, Eurographics, 2011-04-10. (Conference or Workshop Paper published in Proceedings)
With faster graphics hardware comes the possibility to realize even more complicated applications that require more detailed data and provide better presentation. The processors keep being challenged with bigger amount of data and higher resolution outputs, requiring more research in the parallel/distributed rendering domain. Optimizing resource usage to improve throughput is one important topic, which we address in this article for multi-display applications, using the Equalizer parallel rendering framework. This paper introduces and analyzes cross-segment load balancing which efficiently assigns all available shared graphics resources to all display output segments with dynamical task partitioning to improve performance in parallel rendering. |
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Bruno Frey, Was der materielle Wohlstand über das Glück der Menschen aussagt, In: Handelszeitung, 14, p. 7, 7 April 2011. (Newspaper Article)
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Philippe Mahler, Buddhistische Ökonomie, In: NZZ, 14, p. 103, 3 April 2011. (Newspaper Article)
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Steven Ongena, Günseli Tümer-Alkan, Bram Vermeer, Corporate choice of banks: Decision factors, decision maker, and decision process - First evidence, Journal of Corporate Finance, Vol. 17 (2), 2011. (Journal Article)
In this paper, we investigate how firms choose their banks. We focus on the role played by the decision factors, the decision maker and the decision process in determining firm–bank relationships. We have access to a unique survey that was run by a major bank in the Czech Republic. We find that firms that consider bank reputation to be an important decision factor, have fewer bank relationships and are less likely to reduce the number or quantity of services taken from their banks. Firms that emphasize the price of bank services are more likely to end relationships or to reduce services. Interestingly, the identity of the corporate decision maker determines the number of bank relationships. A Chief Financial Officer deciding on her own will opt for a lower number of banks than a committee of board members. |
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Alexandre Nicolas Krylov, Development of a model correlating bank crises and sovereign debt defaults for CIS countries, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis)
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Stefan Gartler, An analysis of the European Sovereign Debt Crisis: Did financial markets behave rationally?, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis)
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Pablo von Siebenthal, Der Paradigmenwechsel bei Frontorientierten Einheiten im Offshore Private Banking, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis)
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Ly Chi-Vi, The Effect of M&A Announcements on the Stock Price Behavior in the Greater China Area, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis)
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Thomas Strahm, The Impact of Basel III on Shareholder Value of Swiss Banks, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis)
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Jérôme Rigoni, The Impact of Valuation Methods on Property Price Development - a Swiss Perspective, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Bachelor's Thesis)
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James Glattfelder, A Dupuis, RB Olsen, Patterns in high-frequency FX data: discovery of 12 empirical scaling laws, Quantitative Finance, Vol. 11 (4), 2011. (Journal Article)
We have discovered 12 independent new empirical scaling laws in foreign exchange data series that hold for close to three orders of magnitude and across 13 currency exchange rates. Our statistical analysis crucially depends on an event-based approach that measures the relationship between different types of events. The scaling laws give an accurate estimation of the length of the price-curve coastline, which turns out to be surprisingly long. The new laws substantially extend the catalogue of stylized facts and sharply constrain the space of possible theoretical explanations of the market mechanisms. |
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Julia Buge, The Predictive Ability of Implied Volatility in Crude Oil Options: A Business Cycle Perspective, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2011. (Master's Thesis)
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Oliver Hart, Christian Zehnder, Ernst Fehr, Contracts as reference points - experimental evidence, American Economic Review, Vol. 101 (2), 2011. (Journal Article)
Hart and John Moore (2008) introduce new behavioral assumptions that can explain long-term contracts and the employment relation. We examine experimentally their idea that contracts serve as reference points. The evidence confirms the prediction that there is a trade-off between rigidity and flexibility. Flexible contracts--which would dominate rigid contracts under standard assumptions--cause significant shading in ex post performance, while under rigid contracts much less shading occurs. The experiment appears to reveal a new behavioral force: ex ante competition legitimizes the terms of a contract, and aggrievement and shading occur mainly about outcomes within the contract |
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Stephan Glanz, Dieter Pfaff, Währungsumrechnung gegenüber dem Fiskus: Das Bundesgericht lässt den Steuerabzug von "Umrechnungsverlusten" nicht zu, In: Neue Zürcher Zeitung, 77, p. 31, 1 April 2011. (Newspaper Article)
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Ernst Fehr, Oliver Hart, Christian Zehnder, Contracts as reference points—experimental evidence, American Economic Review, Vol. 101 (2), 2011. (Journal Article)
Hart and John Moore (2008) introduce new behavioral assumptions that can explain long-term contracts and the employment relation. We examine experimentally their idea that contracts serve as reference points. The evidence confirms the prediction that there is a trade-off between rigidity and flexibility. Flexible contracts—which would dominate rigid contracts under standard assumptions—cause significant shading in ex post performance, while under rigid contracts much less shading occurs. The experiment appears to reveal a new behavioral force: ex ante competition legitimizes the terms of a contract, and aggrievement and shading occur mainly about outcomes within the contract. (JEL D44, D86, J41) |
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Shimon Kogan, Anthony M Kwasnica, Roberto A. Weber, Coordination in the presence of asset markets, American Economic Review, Vol. 101 (2), 2011. (Journal Article)
We explore the relationship between outcomes in a coordination game and a pre-play asset market where asset values are determined by outcomes in the subsequent coordination game. Across two experiments, we vary the payoffs from the market relative to the game, the degree of interdependence in the game, and whether traders' asset payoffs are dependent on outcomes in their own or another game. Markets lead to significantly lower efficiency across treatments, even when they produce no distortion of incentives in the game. Market prices forecast game outcomes. Our experiments shed light on how financial markets may influence affiliated economic outcomes. |
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Helga Fehr-Duda, Thomas Epper, Adrian Bruhin, Renate Schubert, Risk and rationality: The effects of mood and decision rules on probability weighting, Journal of Economic Behavior & Organization, Vol. 78 (1-2), 2011. (Journal Article)
Empirical research has shown that people tend to overweight small probabilities and underweight large probabilities when valuing risky prospects, but little is known about factors influencing the shape of the probability weighting curve. Based on a laboratory experiment with monetary incentives, we demonstrate that pre-existing good mood is significantly associated with women’s probability weights: Women in a better than normal mood tend to weight probabilities relatively more optimistically. Many men, however, seem to be immunized against effects of incidental mood by applying a mechanical decision criterion such as maximization of expected value. |
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Donja Darai, Four empirical studies on games of investment and cooperation, University of Zurich, Faculty of Business, Economics and Informatics, 2011. (Dissertation)
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