SFI Publications

2024

Theses

Machine Learning for Modeling Stock Returns

T. A. Xu / S. Malamud (Dir.)  

Lausanne, EPFL, 2024. 

2023

Theses

Demand-based Asset Pricing: Theory, Estimation and Applications

P. van der Beck / P. Collin Dufresne (Dir.)  

Lausanne, EPFL, 2023. 

Essays in macro-finance and deep learning

G. Gopalakrishna / P. Collin Dufresne (Dir.)  

Lausanne, EPFL, 2023. 

Closed form approximation methods for portfolio valuation and risk management

L. Boudabsa / D. Filipovic (Dir.)  

Lausanne, EPFL, 2023. 

2022

Theses

Essays in Financial Economics

K. M. Rageth / R. Fahlenbrach (Dir.)  

Lausanne, EPFL, 2022. 

Essays in Empirical Asset Pricing

A. A. Marchal / P. Collin Dufresne; J. Hugonnier (Dir.)  

Lausanne, EPFL, 2022. 

Essays in Monetary Policy and Asset Pricing

B. V. S. Cornet / J. Hugonnier; P. Collin Dufresne (Dir.)  

Lausanne, EPFL, 2022. 

Asset Pricing and Monetary Policy

N. Gauderon / J. Hugonnier (Dir.)  

Lausanne, EPFL, 2022. 

Financial Risk Management with Machine Learning

M-A. A. Divernois / D. Filipovic (Dir.)  

Lausanne, EPFL, 2022. 

2021

Theses

Informational frictions in financial markets

E. Hapnes / S. Malamud (Dir.)  

Lausanne, EPFL, 2021. 

Essays in Banking and Financial Regulation

S. J. P. L. Vissers / E. Morellec (Dir.)  

Lausanne, EPFL, 2021. 

Empirical Evidence on the Effectiveness of Shareholder Democracy

M. T. B. Couvert / R. Fahlenbrach (Dir.)  

Lausanne, EPFL, 2021. 

Essays on Mortgage Supply in a Low Rate Environment and Gender Effects of Covid-19

Y. Wu / L. Lambertini (Dir.)  

Lausanne, EPFL, 2021. 

2020

Theses

Essays in Financial Economics

M. A. Frattaroli / R. Fahlenbrach (Dir.)  

Lausanne, EPFL, 2020. 

Essays in Financial Economics

K. Fabisik / R. Fahlenbrach (Dir.)  

Lausanne, EPFL, 2020. 

Trading mechanisms in over-the-counter markets

S. Vogel / P. Collin Dufresne (Dir.)  

Lausanne, EPFL, 2020. 

2019

Theses

Three Essays in Banking and Finance

D. O. Klossner / E. Morellec (Dir.)  

Lausanne, EPFL, 2019. 

Three Problems of Liquidity under Asymmetric Information

S. J. P. Carré / P. Collin Dufresne (Dir.)  

Lausanne, EPFL, 2019. 

Essays in Financial Economics

J. A. Blatt / S. Malamud (Dir.)  

Lausanne, EPFL, 2019. 

Pricing interest rate, dividend, and equity risk

S. F. M. Willems / D. Filipovic (Dir.)  

Lausanne, EPFL, 2019.