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Research Publications

FINRISK members are invited to publish their research publications on this website. For more information, see the following:

  Instructions for the authors
  Information about FINRISK research projects

Please note: All NCCR FINRISK projects have been phased out as of October 31, 2013.
We still accept for our website
- updates of existing NCCR working papers as well as
- information on new NCCR FINRISK related publications.
At this stage, however, we do not accept any new NCCR FINRISK working paper.

Search for a publication:


All 645 publications selected, showing records 1 - 10.
No. Publication WP
670 Walter Farkas, Pablo Koch-Medina, Cosimo-Andrea Munari, 2014, Capital Requirements with Defaultable Securities, Insurance: Mathematics and Economics   734
669 Walter Farkas, Pablo Koch-Medina, Cosimo-Andrea Munari, 2014, Beyond Cash-Additive Risk Measures: When Changing the Numeraire Fails, Finance and Stochastics   755
668 Damir Filipovic, Robert Kremslehner, Alexander Muermann, 2013, Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation, Journal of Risk and Insurance   677
667 Olivier Bachem, Gabriel Drimus, Walter Farkas, 2013, Smooth and Bid-Offer Compliant Volatility Surfaces under General Dividend Streams, Quantitative Finance   830
666 Markus Haas, Jochen Krause, Marc S. Paolella, Sven C. Steude, 2013, Time-varying Mixture GARCH Models and Asymmetric Volatility, The North American Journal of Economics and Finance  
665 Rajna Gibson Brandon, Carsten Murawski, 2013, Margining in Derivatives Markets and the Stability of the Banking Sector, Journal of Banking and Finance  
664 Aleksandar Mijatovic, Paul Schneider, 2013, Asset Pricing with Nonlinear Risk Premia, Journal of Financial Econometrics  
663 Andrea Buraschi, Fabio Trojani, Andrea Vedolin, 2013, When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia, Journal of Finance   617
662 2013, Frailty vs Contagion in Stochastic Transition Models, Journal of Economic Dynamics and Control  
661 2013, Efficient Estimation in Large Dynamic Panel Models with Common Factors, Econometric Theory   621

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  The National Centres of Competence in Research (NCCR) are a research instrument of the
Swiss National Science Foundation.