Faculté des Sciences, des Technologies et de Médecine
Faculté de Droit, d’Économie et de Finance
Faculté des Sciences Humaines, des Sciences de l’Éducation et des Sciences Sociales
Interdisciplinary Centre for Security, Reliability and Trust
Luxembourg Centre for Systems Biomedicine
Luxembourg Centre for Contemporary and Digital History
Luxembourg Centre for European Law
Luxembourg Centre for Socio-Environmental SystemsOrganisation : Université / Administration centrale et Rectorat
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Events
Lunchseminar in Economics: The Detrimental Effect of Job Protection on Employment: Evidence from France
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News
Mise en œuvre de la nouvelle loi de l’Université
En savoir plusLe Conseil de gouvernance de l’Université du Luxembourg a siégé les 20 et 21 juillet 2018 ainsi que le 22 août 2018 afin de prendre plusieurs décisions importantes pour l’Université du Luxembourg.
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Events
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
En savoir plusAbstractThis paper studies the dynamic interaction between the netpositions of commercial hedgers and non-commercialspeculators and risk premiums in commodity futures markets.Short-term position changes are mainly driven by the liquiditydemands of non-commercial traders, while long-term variationis primarily driven by the hedging demands from commercialtraders. These two components influence expected futuresreturns with opposite signs. The gains from…
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Events
PhD Defense: Engineering Smart Software Services for Intelligent Pervasive Systems
En savoir plusPhd Supervisor: Yves LE TRAON
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Events
PhD Defense: Systems Biology Approaches for Identification of Molecular Mechanisms in Brain Disorders
En savoir plusPhd Supervisor: Reinhard SCHNEIDER
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Events
PhD Defense: StreaM – Standardisierte unternehmensübergreifende Wertstrommethode
En savoir plusPhd Supervisor: Peter PLAPPER
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Events
Arbitrage Free Dispersion
En savoir plusAbstractWe develop a theory of arbitrage-free dispersion (AFD) thatcharacterizes the testable restrictions of asset pricing models.AFD measures Jensen’s gap in the cumulant generating functionof pricing kernels and returns. It implies a wide family of modelfreedispersion constraints, which extend dispersion and codispersionbounds in the literature and are applicable with aunifying approach in multivariate and multiperiod settings.Empirically,…