Publications des institutions partenaires
1001 - 1020 of 1296
Anisotropic stable Levy copula processes-analytical and numerical aspects
Institution partenaire
English / 01/01/2007
Managerial Guidance and Analysts' Underreaction
Empirical investigations of analysts forecast surveys concerning earnings realizations find significant time varying biases usually attributed to the analysts liability to cognitive limitations. For example, a positive autocorrelation of analysts forecast errors is commonly explained by analysts underreaction. In this paper we develop a random dynamical system describing the...
Institution partenaire
English / 01/01/2007
Making prospect theory fit for finance
The prospect theory of Kahneman and Tversky (in Econometrica 47(2), 263–291, 1979) and the cumulative prospect theory of Tversky and Kahneman (in J. Risk uncertainty 5, 297–323, 1992) are descriptive models for decision making that summarize several violations of the expected utility theory. This paper gives a survey of applications of prospect theory to the portfolio choice problem...
Institution partenaire
English / 01/09/2006
Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!?
This paper studies an overlapping generations model with stochastic production and incomplete markets to assess whether the introduction of an unfunded social security system leads to a Pareto improvement. When returns to capital and wages are imperfectly correlated a system that endows retired households with claims to labor income enhances the sharing of aggregate risk between...
Institution partenaire
English / 01/06/2006
Criminalité, blanchiment et nouvelles réglementations en matière de transfert de biens culturels
Institution partenaire
Français / 01/01/2006
Le conflit d’intérêts : une composante inéluctable des marchés financiers : interview de Luc Thévenoz / Propos recueillis par Sibilla Guidotti
Institution partenaire
Français / 01/01/2006
Insolvency in a group of companies, substantive and procedural consolidation : when and how?
Institution partenaire
English / 01/01/2006
Bankruptcy and reorganisation trigger criteria : from a retrospective (balance sheet) to a prospective (cash flow) test
Institution partenaire
English / 01/01/2006
Le consommateur face aux rétrocessions dans la distribution des placements collectifs
Institution partenaire
Français / 01/01/2006
Réflexions sur le rôle de l'administration, des experts et des milieux intéressés dans la réforme du droit privé
Institution partenaire
Français / 01/01/2006
Le droit bancaire privé suisse 2005-2006 = Das schweizerische Bankprivatrecht 2005-2006
Institution partenaire
Français / 01/01/2006
Droit de la consommation = Konsumentenrecht : liber amicorum Bernd Stauder
Institution partenaire
Français / 01/01/2006
Control and responsibility of rating agencies in Switzerland
Institution partenaire
English / 01/01/2006
Fondations de prévoyance et responsabilité : développements récents
Institution partenaire
Français / 01/01/2006
Le législateur et le droit privé : Colloque en l'honneur du professeur Gilles Petitpierre
Institution partenaire
Français / 01/01/2006
Emotional face expression profiles supported by virtual human ontology
Expressive facial animation synthesis of human like characters has had many approacheswith good results. MPEG-4 standard has functioned as the basis of many of thoseapproaches. In this paper we would like to lay out the knowledge of some of thoseapproaches inside an ontology in order to support the modeling of emotionalfacial animation in virtual humans (VH). Inside this ontology we...
Institution partenaire
English / 01/01/2006
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