

No.	Publication	WP



548	Enrico De Giorgi, 2011, A Behavioral Explanation of the Asset Allocation Puzzle, Investment Management and Financial Innovations


547	Fulvio Corsi, Nicola Fusari, Davide La Vecchia, 2012, Realizing Smiles: Options Pricing with Realized Volatility, Journal of Financial Economics	678


546	Francesco Audrino, 2012, What Drives Short Rate Dynamics? A Functional Gradient Descent Approach, Computational Economics	640


545	ianqing Fan, Loriano Mancini, 2009, Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning, Journal of the American Statistical Association	358


544	Francesco Audrino, Fulvio Corsi, 2012, Modeling Tick-By-Tick Realized Correlations, Computational Statistics and Data Analysis,


543	Enrico G. De Giorgi, Shane Legg, 2012, Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting, Journal of Economic Dynamics and Control


542	Enrico De Giorgi, 2012, Loss Aversion with Multiple Investment Goals , Mathematics and Financial Economics	518


541	Marc Arnold, Alexander F. Wagner, Ramona Westermann, 2012, Growth Options, Macroeconomic Conditions and the Cross-Section of Credit Risk, Journal of Financial Economics	608


540	Giovanni Barone-Adesi, Loriano Mancini, Hersh Shefrin, 2012, Systemic Risk and Sentiment Chapter Contribution to Handbook on Systemic Risk, Handbook of Systemic Risk	739


539	Olivier Ledoit, Michael Wolf, 2011, Robust Performance Hypothesis Testing with the Variance, Wilmott Magazine	664


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