Concept

Bourse de commerce

Publications associées (35)

Protecting Options in Global Markets: Evidence on the Use of Strategic Disclosure

Christopher Tucci, Jana Thiel, Tilo Peters

We examine the impact of globally diverse market operations on a firm’s choice to openly disclose some of its technology. We suggest that this strategic disclosure offers solutions to specific needs in the commercialization strategy of globally operating f ...

2015

Information percolation in segmented markets (Reprinted from J Econ Theory, vol 153, pg 1-32, 2014)

Semyon Malamud, Darrell Duffie

We study equilibria of dynamic over-the-counter markets in which agents are distinguished by their preferences and information. Over time, agents are privately informed by bids and offers. Investors differ with respect to information quality, including ini ...

Elsevier2015

Advances in farm animal genomic resources

Stéphane Joost

Livestock conservation is changing rapidly in light of policy developments, climate change and diversifying market demands. The last decade has seen a step change in technology and analytical approaches available to define and manage Farm Animal Genetic Re ...

2015

Three Essays on Asset Pricing

Emmanuel Leclercq

In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...

EPFL2014

Information percolation in segmented markets

Semyon Malamud, Darrell Duffie

Elsevier2014

Rational development of an electron-rich platinum nanocatalyst for the oxidation of 5-hydroxymethylfurfural into 2,5-furandicarboxilic acid under mild conditions

Paul Joseph Dyson, Zhaofu Fei, Ning Yan, Georgios Savoglidis, Sviatlana Siankevich

Valorization of lignocellulosic biomass for the production of commodity chemicals using various chemical methods continues to attract considerable attention. A wide and diverse range of different chemicals can be obtained from biomass and many different do ...

2013

Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis

Franck Claude Raynaud

This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both withi ...

2012

Demystifying Rational Financial Decision-Making

Anjali Devi Vanapilli Nursimulu

Is the human brain wired for wealth? The setting is the high-velocity financial environment. Undoubtedly, the development of sophisticated derivative instruments has improved the allocation of risk across economies, highlighting the nexus between banking a ...

EPFL2011

Variance Risk Premia in Energy Commodities

Anders Trolle

This paper investigates variance risk premia in energy commodities, particularly crude oil and natural gas, using a robust model-independent approach. Over a period of 11 years, we find that the average variance risk premia are significantly negative for b ...

2010

A new concept of modular kinematics to design ultra-high precision flexure-based robots

Reymond Clavel, Murielle Richard

This work deals with the kinematic conception and the mechanical design of ultra-high precision robots, which are at present costly to develop, both in time and money. The aim of this paper is thus to introduce a new modular concept of kinematics which all ...

2010

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Connectez-vous pour utiliser Chat avec Graph Search