Concept

Bulle spéculative japonaise

Publications associées (35)

Sentiment, Asset Prices, and Systemic Risk

Regulators charged with monitoring systemic risk need to focus on sentiment as well as narrowly defined measures of systemic risk. This chapter describes techniques for jointly monitoring the co-evolution of sentiment and systemic risk. To measure systemic ...

Cambridge University Press2012

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Andreas Fuster

How does an economy behave if (1) fundamentals are truly hump-shaped, exhibiting momentum in the short run and partial mean reversion in the long run, and (2) agents do not know that fundamentals are hump-shaped and base their beliefs on parsimonious model ...

University of Chicago Press2012

High-Throughput Micro-Debubblers for Bubble Removal with Sub-Microliter Dead Volume

Philippe Renaud, Harald Van Lintel

We present the fabrication and evaluation of microdebubblers that are able to remove large bubbles while keeping a very low dead volume. The devices use a polytetrafluoroethylene membrane that is permeable to air in order to filter air bubbles out of an aq ...

2012

Essays on Equilibrium Asset Pricing

Rodolfo Javier Prieto Katunaric

This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...

EPFL2010

Linearly Adjustable International Portfolios

Daniel Kuhn

We present an approach to multi‐stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solut ...

American Institute of Physics2010

Natural Expectations and Macroeconomic Fluctuations

Andreas Fuster

A large body of empirical evidence suggests that beliefs systematically deviate from perfect rationality. Much of the evidence implies that economic agents tend to form forecasts that are excessively influenced by recent changes. We present a parsimonious ...

2010

Hydrodynamic Damping Identification from an Impulse Response of a Vibrating Blade

François Avellan, Mohamed Farhat, Steven Roth, Martin Calmon

In the present study, the identification of hydrodynamic damping is investigated in the case of 2D blade placed in the test section of the EPFL High Speed Cavitation Tunnel. A non intrusive technique, based on a spark generated bubble, is used to generate ...

Brno University of Technology2009

An optimal prediction problem in financial modelling

Violetta Bernyk

The subject of the present thesis is an optimal prediction problem concerning the ultimate maximum of a stable Lévy process over a finite interval of time. Such "optimal prediction" problems are of both theoretical and practical interest, in particular the ...

EPFL2007

Prices and portfolio choices in financial markets: Theory, econometrics, experiments

Many tests of asset-pricing models address only the pricing predictions, but these pricing predictions rest on portfolio choice predictions that seem obviously wrong. This paper suggests a new approach to asset pricing and portfolio choices based on unobse ...

2007

Cavitation Bubble Dynamics inside Liquid Drops in Microgravity

Mohamed Farhat, Nicolas Dorsaz, Claude Nicollier, Danail Obreschkow, Philipp Kobel, Aurèle De Bosset

We report a fundamental study of single cavitation bubbles inside quasi-spherical water drops produced in microgravity (42nd ESA parabolic flight campaign, 8th ESA student parabolic flight campaign). High-speed imaging revealed implications of isolated, fi ...

2006

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