Éric Renault

Nonparametric Instrumental Regression

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Mobile, Secure, and Programmable Networking

First International Conference, MSPN 2015, Paris, France, June 15-17, 2015, Selected Papers

This book constitutes the thoroughly refereed post-conference proceedings of the First International Conference on Mobile, Secure, and Programmable Ne...

Risk Aversion, Intertemporal Substitution, and Option Pricing

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Latent Variable Models for Stochastic Discount Factors

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Asymmetric Smiles, Leverage Effects and Structural Parameters

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Short-run and Long-run Causality in Time Series

Theory

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Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

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The Stochastic Discount Factor

Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-order Moments

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State Dependence in Fundamentals and Preferences Explains Risk-aversion Puzzle

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