Items where department is "Systemic Risk Centre"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 8.
Article
  • Koh, Victoria, Li, Weihua, Livan, Giacomo, Capra, Licia (2019). Offline biases in online platforms: a study of diversity and homophily in Airbnb. EPJ Data Science, 8(1). https://doi.org/10.1140/epjds/s13688-019-0189-5 picture_as_pdf
  • Marcaccioli, Riccardo, Livan, Giacomo (2019). A Pólya urn approach to information filtering in complex networks. Nature Communications, 10(1). https://doi.org/10.1038/s41467-019-08667-3 picture_as_pdf
  • Mariolis, Theodore, Konstantakis, Konstantinos N., Michaelides, Panayotis G., Tsionas, Efthymios G. (2019). A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA. Studies in Nonlinear Dynamics and Econometrics, 23(1). https://doi.org/10.1515/snde-2016-0137 picture_as_pdf
  • Papp, Gábor, Caccioli, Fabio, Kondor, Imre (2019). Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ 2 regularization. Journal of Statistical Mechanics: Theory and Experiment, 2019(1). https://doi.org/10.1088/1742-5468/aaf108 picture_as_pdf
    • Chapter
  • Ziemba, William T. (2019). Exotic betting at the racetrack. In World Scientific Series in Finance (pp. 1-474). World Scientific (Firm). https://doi.org/10.1142/11226
    • Working paper
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2019). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (Systemic Risk Centre Discussion Papers 88). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • James, Kevin R., Valenzuela, Marcela (2019). The efficient IPO market hypothesis: theory and evidence. (Systemic Risk Centre Discussion Papers 87). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • Blog post
  • James, Kevin R. (13 December 2019) Dollars or Pence? Choosing a framework for US-China trade. LSE Business Review. picture_as_pdf