Other Publications

ZORA Publication List

Publications

• 2012

  • Working Paper

    • Kübler, Felix; Selden, Larry; Wei, Xiao (2012). When is a Risky Asset "Urgently Needed"?. NCCR 828, University of Zurich.
    • Gupta, Manish (2012). Agency Issues and Financing Constraints - Evidence from REITs. NCCR FINRISK Working Paper 743, University of Zurich.

• 2011

  • Conference or Workshop item

    • Feng, Zhigang; Gomis-Porqueras, Pedro (2011). Consequences of valuing health: A macroeconomic perspective. In: 8th World Congress on Health Economics, Toronto, 10 July 2011 - 13 July 2011, 1-16.

  • Dissertation

    • Mauchle, Stefan. Business Process Outsourcing und Transaktionsbank. 2011, University of Zurich, Faculty of Economics.
    • Wrampelmeyer, Jan. Ambiguity, illiquidity, and hedge funds: An analysis of recent developments and current research topics in post-crisis financial markets. 2011, University of Zurich, Faculty of Economics.
    • Uhl, Matthias W. Measuring Media Sentiment – Essays on Its Impact on the Economy and the Financial Markets. 2011, ETH Zürich, Faculty of Economics.
    • Farmer, Elisabeth. Trust and the role of transparency in the context of the investment decision: evidence from institutional investors. 2011, University of Zurich, Faculty of Economics.
    • Haefeli, Mario. Banking regulation: liquidity measures, capital requirements and deposit insurance. 2011, University of Zurich, Faculty of Economics.
    • Arnold, Marc. Essays on credit risk. 2011, University of Zurich, Faculty of Economics.
    • Schweri, Urs. Three essays in financial economics. 2011, University of Zurich, Faculty of Economics.

  • Habilitation

    • Ranaldo, Angelo. Essays in Financial Markets. 2011, University of Zurich, Faculty of Economics.

  • Working Paper

    • Schürhoff, Norman; Ziegler, Alexandre (2011). Variance risk, Financial intermediation, and the cross-section of expected option returns. NCCR 712, University of Zurich.
    • Kübler, Felix; Selden, Larry; Wei, Xiao (2011). Theory of Inverse Demand: Financial Assets. Finrisk Working Paper Series 721, University of Zurich.
    • Hörnlein, Lena; Stadelmann, Martin; Brown, Jessica (2011). Fast-start finance to address climate change: what we know at the mid-point. ODI working and discussion papers 2011, University of Zurich.
    • Ziegler, Alexandre (2011). How much is Banking Secrecy worth? The case of Swiss Banks. NCCR 331, University of Zurich.
    • Bachmann, Kremena; Hens, Thorsten (2011). Risikowahrnehmung bei finanziellen Entscheidungen in der Schweiz. Department of Banking and Finance 3489, University of Zurich.
    • Wagner, Alexander F (2011). Relational Contracts When the Agent' s Productivity Inside the Relationship is Correlated with Outside Opportunities. CEPR Discussion Papers DP8378, University of Zurich.
    • Bodnaruk, Andriy; Gao, Pengjie; Östberg, Per Nils Anders; Yun, Hayong (2011). Passive Shareholders as a Takeover Defense. NCCR Finrisk working paper 699, Swiss Finance Institute Research Paper No. 10-56 699, University of Zurich.
    • Habib, Michel; Hege, Ulrich; Mella-Barral, Pierre (2011). Entrepreneurial Spawning and Firm Characteristics. Working Paper ISB 000, University of Zurich.
    • Chesney, Marc; Taschini, Luca; Wang, Mei (2011). Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and option contracts. Grantham Research Institute on Climate Change and the Environment 41, University of Zurich.
    • Neukomm, Gabriel (2011). Structured finance, acquisitions and debt agency. Swiss Finance Institute Research Paper Series 11-55, University of Zurich.
    • Schweri, Urs (2011). Is the pricing kernel u-shaped?. NCCR Finrisk Working Paper 732, University of Zurich.
    • Drimus, Gabriel G (2011). Volatility-of-volatility : A simple model free motivation. SSRN 1743495, University of Zurich.
    • Steude, Sven C (2011). Weighted maximum likelihood for risk prediction. NCCR FINRISK 689, University of Zurich.
    • Brune, Amelie; Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2011). The war puzzle: Contradictory effects of international conflicts on stock markets. NCCR FINRISK 688, University of Zurich.
    • Dzielinski, Michal (2011). News sensitivity and the cross-section of stock returns. NCCR FINRISK 719, University of Zurich.
    • Jonen, Benjamin; Scheuring, Simon (2011). Time-varying international diversification and the forward premium. SSRN 1787370, Social Science Research Network.

• 2010

  • Conference or Workshop item

    • Feng, Zhigang (2010). Numerical simulation of the overlapping generations models with indeterminacy. In: Washington University, St. Louis (US), 23 November 2010, 1-23.
    • Hasseltoft, Henrik (2010). The Fed-model and the changing correlation of stock and bond returns: An equilibrium approach. In: Inquire Europe, Berlin, 24 October 2010 - 26 October 2010, 1-45.
    • Birchler, Urs; Nyborg, Inke (2010). How Should We Deal with Large Financial Institutions in a Crisis?. In: 38th Economics Conference 2010, Vienna, 31 May 2010. Oesterreichische Nationalbank, 161-168.
    • Feng, Zhigang; Peralta-Alva, Adrian; Santos, Manuel S (2010). Numerical simulation of nonoptimal dynamic equilibrium models. In: Zurich Center for Computational Financial Economics and North American Winter Meetings of the Econometric Society, Atlanta, Zurich and Atlanta, 5 September 2009 - 5 January 2010.
    • Wang, Mei; Bernstein, Abraham; Chesney, Marc (2010). An experimental study on real option strategies. In: 37th Annual Meeting of the European Finance Association, Frankfurt am Main, Germany, 2010, 1-36.

  • Dissertation

    • Crameri, Remo. Three essays inferring prospective and retrospective information based on options trading activities and a new theoretical approach on multivariate subordinati of Lévy processes. 2010, University of Zurich, Faculty of Economics.
    • Glattfelder, James B. Ownership Networks and Corporate Control: Mapping Economic Power in a Globalized World. 2010, ETH Zurich, Faculty of Economics.
    • Roser, Dominic. Ethical perspectives on climate policy and climate economics. 2010, University of Zurich, Faculty of Economics.

  • Published Research Report

    • Kappel, Vivien; Krauss, Annette; Lontzek, Laura (2010). Over-indebtedness and microfinance: Constructing an early warning index. Zürich: University of Zurich-Center for Microfinance.

  • Working Paper

    • Coculescu, Delia (2010). From the decompositions of a stopping time to risk premium decompositions. ArXiv.org arXiv:0912, Cornell University.
    • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Evstigneev, Igor V (2010). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Swiss Finance Institute Research Paper 10-36, University of Zurich.
    • Nyborg, Kjell G; Östberg, Per Nils Anders (2010). Money and liquidity in financial markets. Swiss Finance Institute Research Paper 10-25, University of Zurich.
    • Vo, Thi Quynh Anh (2010). Banking competition, monitoring incentives and financial stability. Norges Bank Working Paper 16, University of Zurich.
    • Biais, Bruno; Rochet, Jean-Charles; Woolley, Paul (2010). Innovations, rents and risk. The Paul Woolley Centre Working Paper Series 13 659, University of Zurich.

• 2009

  • Conference or Workshop item

    • Battiston, Stefano; Walter, Frank E; Schweitzer, Frank (2009). Personalised and Dynamic Trust in Social Networks. In: RecSys '09: Third ACM conference on Recommender systems, New York, 23 October 2009 - 25 October 2009. ACM Digital library, 197-204.
    • Feng, Zhigang (2009). Macroeconomic consequences of alternative reforms to the health insurance System in the U.S.. In: Economics Seminar, City University of New York, Queens and Florida International University, Miami, 11 September 2009 - 15 September 2009.

  • Dissertation

    • Constantinescu, Mihnea. Risk and return in the Swiss property market. 2009, University of Zurich, Faculty of Economics.
    • Fünfgeld, Brigitte. Financial Behaviour of Individual Investors in Switzerland: Empirical Evidence. 2009, University of Zurich, Faculty of Economics.
    • Tupak, Andreas. Essays in Numerical Evolutionary Finance. 2009, University of Zurich, Faculty of Economics.
    • Rohner, Philippe. Asset pricing implications of delegated portfolio management and benchmarking. 2009, University of Zurich, Faculty of Economics.

  • Working Paper

    • Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2009). Bond ladders and optimal portfolios. Swiss Finance Institute Research Paper Series 12, University of Zurich.
    • Bachmann, Kremena; Woehrmann, Peter (2009). Optimal Guidance by Central Banks. NCCR 242, University of Zurich.
    • Hens, Thorsten; Rieger, Marc; Wang, Mei (2009). How Time Preferences Differ: Evidence from 45 Countries. Swiss Finance Institute Research Paper 09-47, University of Zurich.
    • Hens, Thorsten; Evstigneev, Igor V; Amir, Rabah; Xu, Le (2009). Evolutionary Finance and Dynamic Games. Swiss Finance Institute Research Paper 09-49, University of Zurich.
    • Vo, Thi Quynh Anh (2009). Optimality of prompt corrective action in a continuous - time model with recapitalization possibility. Norges Bank Working Paper 28, University of Zurich.

• 2008

  • Conference or Workshop item

    • Kubler, Felix (2008). Verifying competitive equilibria in dynamic economies. In: CRETA (Center for Research in Economic Theory and Application) Summer Conference 2008, Warwick, GB, 1 September 2008 - 4 September 2008, CRETA.
    • von Arx, Urs; Ziegler, Andreas (2008). The effect of CSR on stock performance: new evidence for the USA and Europe. In: 16th Annual Conference 2008 of the European Association of Environmental and Resource Economists (EAERE 2008), Gothenburg, Sweden, 25 June 2008 - 28 June 2008.
    • Malin, Benjamin; Kubler, Felix; Krüger, Dirk (2008). A smolyak collocation algorithm for an international real business cycle model. In: 14th International Conference on Computing in Economics and Finance (Society for Computational Economics SCE), Paris, 26 June 2008 - 28 June 2008, Cepremap.
    • Lange, Andreas; Löschel, Andreas; Vogt, Carsten; Ziegler, Andreas (2008). On the self-serving use of equity in international climate negotiations. In: Monte Verità Conference on Sustainable Resource Use and Economic Dynamics (SURED 2008), Ascona, Switzerland, 2 June 2008 - 5 June 2008.

  • Dissertation

    • Björck, Johan. The persistence of financial performance and the competitive advantage period: an empirical analysis. 2008, University of Zurich, Faculty of Economics.
    • Monnin, Pierre. Three essays in financial economics. 2008, University of Zurich, Faculty of Economics.
    • Peters, Florian S. Essays in corporate finance. 2008, University of Zurich, Faculty of Economics.
    • Reshetar, Ganna. Assessing and managing operational risk with a special emphasis on terrorism risk. 2008, University of Zurich, Faculty of Economics.
    • Klöti, Lorenz. Personalrisiken. 2008, University of Zurich, Faculty of Economics.
    • Taschini, Luca. An Empirical and Theoretical Study on Emission Permits. 2008, University of Zurich, Faculty of Economics.
    • Stacescu, Leon Bogdan. Three essays on payout policy. 2008, University of Zurich, Faculty of Economics.
    • Wünsch, Oliver. Das Paradox der Geldwäschereibekämpfung: eine ökonomische Analyse. 2008, University of Zurich, Faculty of Economics.
    • Fichter, Christian. Image effects: how brand images change consumers' product ratings. 2008, University of Zurich, Faculty of Arts.

  • Working Paper

    • Hens, Thorsten; Rieger, Marc O (2008). The Dark Side of the Moon: Structured Products from the Customers' Perspective. NCCR FINRISK Working Paper 459, University of Zurich.
    • Wenk, Christoph; Madlener, Reinhard (2008). Efficient Investment Portfolios for the Swiss Electricity Supply Sector. FCN Working Paper 2, University of Zurich.

• 2007

  • Dissertation

    • Vlcek, Martin. Individual Trading Behavior: The Disposition Effect. 2007, University of Zurich, Faculty of Economics.
    • Pristas, Georg. Limit order book dynamics and asset liquidity. 2007, University of Zurich, Faculty of Economics.
    • Gort, Christoph. Behavioral Finance und Schweizer Pensionskassen. 2007, University of Zurich, Faculty of Economics.
    • Bachmann, Kremena. Corporate financial reporting and disclosure. A behavioral finance perspective. 2007, University of Zurich, Faculty of Economics.

  • Working Paper

    • Bachmann, Kremena; Woehrmann, Peter (2007). Managerial Guidance and Analysts' Underreaction. NCCR 418, University of Zurich.
    • Bachmann, Kremena; Hens, Thorsten (2007). The earnings game with behavioral investors. NCCR FINRISK Working Paper 406, University of Zurich.
    • Gibson, Rajna; Habib, Michel; Ziegler, Alexandre (2007). Why have exchange-traded catastrophe instruments failed to displace reinsurance?. NCCR FINRISK Working Paper Series 371, University of Zurich.

• 2006

  • Dissertation

    • Bührer, Christian. Unabhängige Vermögensverwalter in der Schweiz. 2006, University of Zurich, Faculty of Economics.
    • Morger, Felix. International Asset Allocationand Hidden Regime Switching. 2006, University of Zurich, Faculty of Economics.

  • Working Paper

    • Schweri, Urs (2006). Market Selection in an Evolutionary Market with Creation and Disappearance of Assets. FINRISK Working Paper Series 316, University of Zurich.
    • Hens, Thorsten; Gerber, Anke (2006). Modelling Alpha-Opportunities Within the CAPM. NCCR FinRisk Working Paper Series 317, University of Zurich.
    • Rieger, Marc O; Wang, Mei; Hens, Thorsten (2006). Optimal Product Design: A CAPM Approach. NCCR FinRisk Working Paper Series 419, University of Zurich.

• 2005

  • Dissertation

    • Rosenblatt-Wisch, Rina. Optimal Growth under Loss Aversion. 2005, University of Zurich, Faculty of Economics.
    • Schindler, Marc. Rumors in Financial Markets - Insights into a perceived mystery. 2005, University of Zurich, Faculty of Economics.
    • Blöchlinger, Andreas. Econometric advancements in market and credit risk modeling. 2005, University of Zurich, Faculty of Economics.

  • Working Paper

    • Bachmann, Kremena (2005). The Conditional Value of R&D Investments. NCCR 213, University of Zurich.

• 2004

  • Dissertation

    • De Giorgi, Enrico. Advancements on the Theory of Investment Science. 2004, University of Zurich, Faculty of Economics.

• 2003

  • Conference or Workshop item

    • Wagner, Alexander (2003). The efficiency of tradable permit markets: A few comments. In: 4th International Energy Symposium, London, 1 October 2003 - 3 October 2003.

• 2002

  • Dissertation

    • Cocca, Teodoro D. Die Rolle der Finanzintermediäre im Internet - Finanz- und transaktionskostentheoretische Analyse der Auswirkungen des Internets auf den Aktienprimärmarkt, Bank- und finanzwirtschaftliche Forschungen. 2002, University of Zurich, Faculty of Economics.

  • Habilitation

    • Farkas, Walter. Function spaces of generalized smoothness and pseudo-differential operators associated to a continuous negative definite function. 2002, University of Munich, Faculty of Economics.

  • Working Paper

    • Nyborg, Kjell G; Keloharju, Matti; Malkamäki, Markku; Rydqvist, Kristian (2002). A Descriptive Analysis of the Finnish Treasury Bond Market 1991-1999. Bank of Finland Research Discussion 16, University of Zurich.

• 2000

  • Conference or Workshop item

    • Del Conte, Alessandra (2000). Roundtable on Microinsurance Services in the Informal Economy: The Role of Microfinance Institutions. In: Roundtable on microinsurance services in the informal economy: the role of microfinance institutions, New York, 21 July 2000. The Ford Foundation, 1-30.

• 1999

  • Dissertation

    • Lautenschlager, Peter. Workout-Management: Theoretische Fundierung und empirische Analyse des Managements von Problemkrediten im schweizerischen Kreditgeschäft. 1999, University of Zurich, Faculty of Economics.

• 1998

  • Dissertation

    • Maranghino-Singer, Brigitte. Methoden der strategischen Bankplanung. 1998, University of Zurich, Faculty of Economics.
    • Farkas, Walter. Anisotropic function spaces, fractals, and spectra of some elliptic and semi-elliptic differential operators. 1998, Friedrich-Schiller-University of Jena, Faculty of Economics.

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