Leiss, Matthias, Dr.

Dr. Matthias Leiss

Risk Center 

CLU  E 5 

Clausiusstrasse 50

8092 Zürich

Switzerland

  • phone +41 44 632 87 08 
  • mail
  • vcard V-Card (vcf, 1kb)

 

Publications

Option-Implied Objective Measures of Market Risk with Leverage.
Matthias Leiss, Heinrich H. Nax, and Didier Sornette
(2016) Cartagena: 2nd International Congress on Actuarial Science and Quantitative Finance (ICASQF 2016).
Option-Implied Objective Measures of Market Risk.
Matthias Leiss, and Heinrich H. Nax
SSRN Working Paper, (2016) Rochester, NY: Social Science Research Network (SSRN).
Financial Market Risk of Speculative Bubbles.
Matthias Leiss
Diss., Zürich, ETH Zürich (2016)
Super-exponential bubbles and expectations: theory, simulations and empirics.
Matthias Leiss
In Methods and Finance. A Unifying View on Finance, Mathematics and Philosophy. Part I, edited by Emiliano Ippoliti and Ping Chen, 95-118. (2016) Cham: Springer.
Super-Exponential Growth Expectations and the Global Financial Crisis.
Matthias Leiss, Heinrich H. Nax, and Didier Sornette
Journal of Economic Dynamics and Control, (2015) Amsterdam: Elsevier.
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders.
Taisei Kaizoji, Matthias Leiss, Alexander Saichev, and Didier Sornette
Journal of Economic Behavior & Organization, (2015) Amsterdam: Elsevier.
 
 
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Sun Feb 19 13:35:41 CET 2017
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