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Université de Fribourg

Intergenerational Attitudes Towards Strategic Uncertainty and Competition : a Field Experiment in a Swiss Bank

Madiès, Thierry ; Villeval, Marie Claire ; Wasmer, Malgorzata

In: European Economic Review, 2013, vol. 61, p. 153-168

With a market entry game inspired by Camerer and Lovallo (1999), we study the attitudes of junior and senior employees towards strategic uncertainty and competition. Seniors exhibit higher entry rates compared to juniors, especially when the market capacity is not too low or when earnings from entry depend on relative performance. This difference persists after controlling for attitudes...

Consortium of Swiss Academic Libraries

Regulating the Structure of the EU Banking Sector

Alexander, Kern

In: European Business Organization Law Review, 2015, vol. 16, no. 2, p. 227-253

Haute école de gestion de Genève

In the banking sector, what skill set will be required for human advisors to succeed in a more digitalized industry ?

Haefliger, Rebecca ; Ruiz, Frédéric (Dir.)

Mémoire de bachelor : Haute école de gestion de Genève, 2020 ; TDIBM 99.

Banking history demonstrates that the banking sector and its banks have evolved over time by offering new products and services and adopting new technologies. The arising of newcomers such as FinTech or other non-financial institutions on the market are driving revenues and margins down and make it more challenging for companies to succeed. One is unsure about how far those new technologies...

Haute école de gestion de Genève

Understanding how the Swiss banking industry can attract and retain millennials by strengthening employer branding strategies

Wangeci, Sheba ; Miller, Caroline D. (Dir.)

Mémoire de bachelor : Haute école de gestion de Genève, 2020 ; TDIBM 103.

This report aims to analyse how the Swiss Banking industry can strengthen its Employer Branding strategies to attract and retain late Millennials from Business Schools in Geneva by identifying which characteristics shape their workplace expectations, preferences, and needs. This research will provide recommendations based on the outcomes and findings collected, which will be linked to...

Ecole supérieure - Domaine social Valais

La discipline positive en structure d'accueil : quels sont les impacts de la discipline positive sur les relations entre les éducateurs/-trices de l'enfance (EDE) et les enfants ? qu'en pensent les EDE ?

Fournier, Célie ; Theytaz, Philippe (Dir.)

Mémoire de diplôme d'études supérieures spécialisées (DESS) : Ecole supérieure - Domaine social Valais, 2018.

Mon travail de mémoire porte sur les impacts de la discipline positive sur la relation entre les éducatrices de l’enfance et les enfants. Pour répondre à ma question de recherche, je me suis basée sur des sources théoriques pour expliciter différents concepts mais aussi sur l’avis de trois éducatrices de l’enfance (EDE). J’ai abordé différents thèmes dans mon travail :...

Università della Svizzera italiana

Essays on financial markets predictability

Pisati, Matteo Maria ; Barone Adesi, Giovanni (Dir.) ; Mira, Antonietta (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO007.

Empirical indicators of sentiment are commonly employed in the economic literature while a precise understanding of what is sentiment is still missing. Exploring the links among the most popular proxies of sentiment, fear and uncertainty this paper aims to fill this gap. We show how fear and sentiment are specular in their predictive power in relation to the aggregate market and to...

Università della Svizzera italiana

Asset prices and demand shocks

Barbon, Andrea ; Franzoni, Francesco (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO002.

My dissertation consists of three chapters, each of which focuses on a different area of research in asset pricing. The first chapter deals with the informational role of brokerage firms during fire sales in the equity market. The second chapter exploits the ETF program by the bank of Japan as a quasi-natural experiment to measure the slope of the equity demand curve. The last chapter presents...

Università della Svizzera italiana

VaR and CVaR implied in option prices

Barone Adesi, Giovanni

In: Journal of risk and financial management, 2016, vol. 9, no. 1, p. 2

VaR (Value at Risk) and CVaR (Conditional Value at Risk) are implied by option prices. Their relationships to option prices are derived initially under the pricing measure. It does not require assumptions about the distribution of portfolio returns. The effects of changes of measure are modest at the short horizons typically used in applications. The computation of CVaR from option price is very...

Università della Svizzera italiana

Bank risk appetite in a world of CoCos

Aquila, Cecilia ; Barone Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO015.

We investigate the shape of risk appetite when the bank is financed also with contingent convertible bonds (CoCos). Our contribution to the existent literature is to assess risk appetite in a multi-dimensional perspective and to account for differences among banks' clusters, especially in a world with CoCos and policy rates approaching zero or negative figures. In our model, the bank objective...

Università della Svizzera italiana

Monetary policy and interest rate products

Zurowski, Wojciech ; Schneider, Paul (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2019 ; 20019ECO002.

My PhD thesis consists of three papers which study how interest rate products' prices react to both the central bank's policy goals and communication. As tool I make use of various econometric techniques such as affine models, general method of moments or Haar like filtering. The first chapter studies government bond excess term premia. I show that their predictability is driven by monetary...