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Content
2021
2020
- unige:140104 Financing off-grid solar energy access: hypotheses on covid-19 long term impacts
by Balkenhol, Bernhard & Martinez Gutierrez, Catalina
- unige:138414 Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets
by Li, Chenxu & Scaillet, Olivier & Shen, Yiwen
- unige:134136 Backtesting marginal expected shortfalland related systemic risk measures
by Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier
- unige:134101 Spanning analysis of stock market anomalies under prospect stochastic dominance
by Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas
- unige:129395 A higher-order correct fast moving-average bootstrap for dependent data
by La Vecchia, Davide & Moor, Alban & Scaillet, Olivier
2019
2018
2017
2016
- unige:84999 Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy
by Scaillet, Olivier & Trojani, Fabio & Camponovo, Lorenzo
- unige:84701 Real Estate Research in Europe
by Hoesli, Martin E.
- unige:84700 High Frequency House Price Indexes with Scarce Data
by Hoesli, Martin E. & Bourassa, Steven
- unige:84699 Real Estate Company Reactions to Financial Market Regulation
by Hoesli, Martin E. & Milcheva, Stanimira & Moss, Alex
- unige:82087 Valuing American options using fast recursive projections
by Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier
2015
2012
2003