Asset allocation implications of illiquid assets (with O. Scaillet and Z. Zhang)
Journal of Investing, 2022, vol. 31, Nr 5
Asset pricing with beliefs-dependent risk aversion and learning (with J. Detemple and M. Rindisbacher)
Journal of Financial Economics, 2018, vol. 128, Nr 3 IRP Data - ( Information Risk Premium )
Variance After-effects Bias Risk Perception in Humans (with B. Balleine, E. Payzan-LeNestour and J. Pearson)
Current Biology, 2016, vol. 16, Nr 11
Beta Arbitrage Strategies: when do they work, and why? ( with R. Messikh, G. Oderda and O. Pictet )
Quantitative Finance, 2015, vol. 15, Nr 2
Incomplete Information, Idiosyncratic Volatility and Stock Returns ( with J. Hugonnier )
Journal of Banking and Finance, 2013, vol. 37, Nr 3
Bounded Rationality and Asset Pricing with Intermediate Consumption
Review of Finance, 2009, vol.13, Nr 4
Heterogeneous Preferences and Trading Volume ( with J. Hugonnier and M. Rindisbacher )
Journal of Financial Economics, 2007, vol. 83, Nr 3
Credit Migration and Derivatives Pricing Using Copulas (with D. Dupuis, E. Jacquier, N. Papageorgiou and B. Remillard )
Journal of Computational Finance 2006, vol. 10, Nr 1
Incomplete Information, Heterogeneity and Asset Pricing
Journal of Financial Econometrics 2006, vol. 4, Nr 1
American Contingent Claims with Stochastic Maturity: Valuation and Applications
Numerical Methods in Finance Ed. H. Ben Ameur and M. Breton 2005, Springer
A Note on the Informational Content of Option Prices
Finanzmarkt und Portfolio Management 2000, vol. 14, Nr 3
Journal of Investing, 2022, vol. 31, Nr 5
Asset pricing with beliefs-dependent risk aversion and learning (with J. Detemple and M. Rindisbacher)
Journal of Financial Economics, 2018, vol. 128, Nr 3 IRP Data - ( Information Risk Premium )
Variance After-effects Bias Risk Perception in Humans (with B. Balleine, E. Payzan-LeNestour and J. Pearson)
Current Biology, 2016, vol. 16, Nr 11
Beta Arbitrage Strategies: when do they work, and why? ( with R. Messikh, G. Oderda and O. Pictet )
Quantitative Finance, 2015, vol. 15, Nr 2
Incomplete Information, Idiosyncratic Volatility and Stock Returns ( with J. Hugonnier )
Journal of Banking and Finance, 2013, vol. 37, Nr 3
Bounded Rationality and Asset Pricing with Intermediate Consumption
Review of Finance, 2009, vol.13, Nr 4
Heterogeneous Preferences and Trading Volume ( with J. Hugonnier and M. Rindisbacher )
Journal of Financial Economics, 2007, vol. 83, Nr 3
Credit Migration and Derivatives Pricing Using Copulas (with D. Dupuis, E. Jacquier, N. Papageorgiou and B. Remillard )
Journal of Computational Finance 2006, vol. 10, Nr 1
Incomplete Information, Heterogeneity and Asset Pricing
Journal of Financial Econometrics 2006, vol. 4, Nr 1
American Contingent Claims with Stochastic Maturity: Valuation and Applications
Numerical Methods in Finance Ed. H. Ben Ameur and M. Breton 2005, Springer
A Note on the Informational Content of Option Prices
Finanzmarkt und Portfolio Management 2000, vol. 14, Nr 3