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Contributions in Merlin

Contributions  
Show abstractRaphael Flepp, Stephan Nüesch, Egon Franck, The Liquidity Advantage of Quote-Driven Markets: Evidence from the Betting Industry, In: UZH Business Working Paper Series, No. 342, 2013. (Working Paper)
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Show abstractRaphael Flepp, Stephan Nüesch, Egon Franck, Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry, In: UZH Business Working Paper Series, No. 341, 2013. (Working Paper)
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Show abstractPhilipp Böhme, Walter Pohl, Karl Schmedders, The Perils of Performance Measurement in the German Mutual-Fund Industry, In: Swiss Finance Institute Research Paper , No. 13-30, 2013. (Working Paper)
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Show abstractMatthias Thul, Ally Quan Zhang, Analytical option pricing under an asymmetrically displaced double gamma jump-diffusion model, In: SSRN, No. 2311673, 2014. (Working Paper)
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Christopher Wickert, Andreas Scherer, Laura J Spence, Implementing and communicating corporate social responsibility: Implications of firm size and organizational cost, In: UZH Business Working Paper Series, No. 339, 2014. (Working Paper)
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Show abstractNick Netzer, Björn Bartling, An externality-robust auction - theory and experimental evidence, In: SSRN, No. 2359529, 2013. (Working Paper)
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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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