E-LIB Suche - Ergebnisse für: Schlag, Christian

1

GMM weighting matrices in cross-sectional asset pricing tes..:

Laurinaityte, Nora ; Meinerding, Christoph ; Schlag, Christian.
Journal of Banking & Finance. 162 (2024) - p. 107123 , 2024

Link: https://doi.org/10.1016/..

2

The Leading Premium:

Croce, Mariano M ; Marchuk, Tatyana ; Schlag, Christian.
The Review of Financial Studies. 36 (2023) 8 - p. 2997-3033 , 2023

Link: https://doi.org/10.1093/..

3

A jumping index of jumping stocks? An MCMC analysis of cont..:

Pollastri, Alessandro ; Rodrigues, Paulo ; Schlag, Christian.
Journal of Empirical Finance. 70 (2023) - p. 322-341 , 2023

Link: https://doi.org/10.1016/..

4

Momentum-Managed Equity Factors:

Flögel, Volker ; Schlag, Christian ; Zunft, Claudia
Journal of Banking & Finance. 137 (2022) - p. 106251 , 2022

Link: https://doi.org/10.1016/..

5

Implied volatility duration: A measure for the timing of un..:

Schlag, Christian ; Thimme, Julian ; Weber, Rüdiger
Journal of Financial Economics. 140 (2021) 1 - p. 127-144 , 2021

Link: https://doi.org/10.1016/..

6

The Collateralizability Premium:

Ai, Hengjie ; Li, Jun E ; Li, Kai..
The Review of Financial Studies. 33 (2020) 12 - p. 5821-5855 , 2020

Link: https://doi.org/10.1093/..

7

Computing Macro-Effects and Welfare Costs of Temperature Vo..:

Donadelli, Michael ; Jüppner, Marcus ; Paradiso, Antonio.
Computational Economics. 58 (2020) 2 - p. 347-394 , 2020

Link: https://doi.org/10.1007/..

8

Equilibrium Asset Pricing in Directed Networks*:

Branger, Nicole ; Konermann, Patrick ; Meinerding, Christoph.
Review of Finance. 25 (2020) 3 - p. 777-818 , 2020

Link: https://doi.org/10.1093/..

9

Horizontal industry relationships and return predictability:

Schlag, Christian ; Zeng, Kailin
Journal of Empirical Finance. 53 (2019) - p. 310-330 , 2019

Link: https://doi.org/10.1016/..

10

Volatility-of-Volatility Risk:

Huang, Darien ; Schlag, Christian ; Shaliastovich, Ivan.
The Journal of Financial and Quantitative Analysis. 54 (2019) 6 - p. 2423-2452 , 2019

Link: https://www.jstor.org/st..

11

Optimists and Pessimists in (In)Complete Markets:

Branger, Nicole ; Konermann, Patrick ; Schlag, Christian
Journal of Financial and Quantitative Analysis. 55 (2019) 8 - p. 2466-2499 , 2019

Link: https://doi.org/10.1017/..

12

Volatility-of-Volatility Risk:

Huang, Darien ; Schlag, Christian ; Shaliastovich, Ivan.
Journal of Financial and Quantitative Analysis. 54 (2018) 6 - p. 2423-2452 , 2018

Link: https://doi.org/10.1017/..

13

Level and slope of volatility smiles in long-run risk model:

Branger, Nicole ; Rodrigues, Paulo ; Schlag, Christian
Journal of Economic Dynamics and Control. 86 (2018) - p. 95-122 , 2018

Link: https://doi.org/10.1016/..

14

'Nobody is perfect': Asset pricing and long-run survival wh..:

Branger, Nicole ; Schlag, Christian ; Wu, Lue
Journal of Economic Dynamics and Control. 61 (2015) - p. 303-333 , 2015

Link: https://doi.org/10.1016/..

15

Hedging under model misspecification: All risk factors are ..:

Branger, Nicole ; Krautheim, Eva ; Schlag, Christian.
Journal of Futures Markets. 32 (2011) 5 - p. 397-430 , 2011

Link: https://doi.org/10.1002/..