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Contributions in Merlin

Contributions  
Show abstractDennis Schoeneborn, Leonhard Dobusch, Lessons in Fluidity: Anonymous and the Communicative Formation of Organizational Identity, In: UZH Business Working Paper, No. 335, 2013. (Working Paper)
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Markus Leippold, Lujing Su, Collateral Smile, In: Swiss Finance Institute Research Paper Series, No. 11-51, 2013. (Working Paper)
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Show abstractMarkus Leippold, Jürg Syz, The Trend is Your Friend: Absence of Pin Risk in Trend Options and Time Diversification, In: SSRN, No. 796070, 2005. (Working Paper)
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Show abstractMarkus Leippold, Daniel Egloff, Curdin Dalbert, Stephan Jöhri, Optimal Importance Sampling for Credit Portfolios with Stochastic Approximation, In: SSRN, No. 693441, 2005. (Working Paper)
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Show abstractMarkus Leippold, Fabio Trojani, Asset Pricing with Matrix Jump Diffusions, In: SSRN, No. 1274482, 2008. (Working Paper)
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Markus Leippold, Andreas Bloechlinger, Basile Maire, Are ratings the worst form of credit assessment apart from all the others?, In: Swiss Finance Institute Research Paper, No. 12-09, 2013. (Working Paper)
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Markus Leippold, Meriton Ibraimi, The Fundamental Theorem of Asset Pricing on Measurable Spaces under Uncertainty, In: SSRN, No. 2257882, 2013. (Working Paper)
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Chris Bardgett, Elise Gourier, Markus Leippold, Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets, In: Swiss Finance Institute Research Paper, No. 13-40, 2015. (Working Paper)
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Show abstractLaurent E Calvet, Adlai J Fisher, Markus Leippold, What's Beneath the Surface? Option Pricing with Multifrequency Latent States, In: HEC Paris Research Paper, No. 969/2013, 2013. (Working Paper)
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Show abstractMarkus Leippold, Don't Rely on VaR!, In: SSRN, No. 981134, 2004. (Working Paper)
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Andreas Hefti, Martin Grossmann, Lang Markus, Aggregative contests with heterogeneous agents, In: ISU working paper, No. 161, 2013. (Working Paper)
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Show abstractGregor Philipp Reich, Divide and Conquer: A New Approach to Dynamic Discrete Choice with Serial Correlation, In: SSRN, No. ?, 2013. (Working Paper)
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Jacob Stromberg, Markus Leippold, Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions, In: SFI Research Paper Series, No. 12-23, 2012. (Working Paper)
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Show abstractPhilipp Johannes Renner, Karl Schmedders, A polynomial optimization approach to principal-agent problems, In: Swiss Finance Institute Research Paper, No. 12-35, 2013. (Working Paper)
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Show abstractJohannes Brumm, Michael Grill, Felix Kübler, Karl Schmedders, Margin Regulation and Volatility, In: Swiss Finance Institute Research Paper, No. 13-59, 2013. (Working Paper)
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Show abstractJános Mayer, Thorsten Hens, Theory matters for financial advice!, In: NCCR FINRISK Working Paper, No. 866, 2013. (Working Paper)
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Show abstractHanna Hottenrott, Cindy Lopes-Bento, (International) R&D Collaboration and SMEs: The effectiveness of targeted public R&D support schemes. , In: ZEW Discussion Paper No. 12-086, Mannheim; CEPS Working Paper No. 2012-36, Esch-sur-Alzette, Luxembourg, No. 12-086, 2013. (Working Paper)
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Show abstractHanna Hottenrott, Cindy Lopes-Bento, Quantity or Quality? Knowledge alliances and their effect on patents., In: ZEW Discussion Paper No. 12-047, Mannheim, Germany; CEPS Working Paper No. 2012-29, Esch-sur-Alzette, Luxembourg, No. 12-047, 2013. (Working Paper)
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Show abstractDirk Czarnitzki, Cindy Lopes-Bento, Innovation subsidies: Does the funding source matter for innovation intensity and performance? , In: ZEW Discussion Paper No. 11-053, Mannheim, Germany; CEPS Working Paper No. 2011-42, Esch-sur-Alzette, Luxembourg, No. 11-053, 2013. (Working Paper)
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Show abstractStephan Nüesch, Delegation and value creation, In: University of Konstanz, Working Paper Series, No. 13, 2013. (Working Paper)
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