Konferenzen Prof. Dr. Christian Schlag
2010
Midwest Finance Association Annual Meeting, 2010, Las Vegas (24.2. - 27.2.).
- Robust Hedging - Simultaneous Use of Hedge Models
Nicole Branger, Christian Schlag, David Horn
Brown Bag Seminar, 2010, Frankfurt am Main (3.2.).
- Robust Hedging - Simultaneous Use of Hedge Models
Nicole Branger, Christian Schlag, David Horn
2009
16th Annual Meeting of the German Finance Association (DGF), 2009, Frankfurt am Main (9.10. - 10.10.).
- The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options
Alexandra Hansis, Christian Schlag, Grigory Vilkov
2008
11th Symposium on Finance, Banking, and Insurance, 2008, Karlsruhe (17.12. - 19.12.).
- Hedging Under Model Mis-Specification: Which Risk Factors Should You Not Forget?
Nicole Branger, Christian Schlag, Eva Schneider, Norman Seeger
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2008, Münster (10.10. - 11.10.).
- Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
Raimond Maurer, Christian Schlag, Michael Stamos
5th World Congress of the Bachelier Finance Society, 2008, London (15.7. - 19.7.).
- Hedging Under Model Mis-Specification: Which Risk Factors Should You Not Forget?
Nicole Branger, Christian Schlag, Eva Schneider, Norman Seeger - Pricing Two Trees When Trees and Investors are Heterogeneous
Nicole Branger, Christian Schlag, Lue Wu
Swiss Society for Financial Market Research, 2008, Zürich (11.4. - 11.4.).
- Hedging Under Model Mis-Specification: Which Risk Factors Should You Not Forget?
Nicole Branger, Christian Schlag, Eva Schneider, Norman Seeger - Pricing Two Trees When Trees and Investors are Heterogeneous
Nicole Branger, Christian Schlag, Lue Wu
Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF, 2008, Venedig (26.3. - 28.3.).
- Pricing Two Trees When Trees and Investors are Heterogeneous
Nicole Branger, Christian Schlag, Lue Wu
Workshop Finance, Stochastics and Insurance, 2008, Bonn, Hausdorff Research Institute for Mathematics (25.2. - 29.2.).
- Hedging Under Model Mis-Specification: Which Risk Factors Should You Not Forget?
Nicole Branger, Christian Schlag, Eva Schneider, Norman Seeger - Pricing Two Trees When Trees and Investors are Heterogeneous
Nicole Branger, Christian Schlag, Lue Wu
2007
French Finance Association International Meeting, 2007, Paris (20.12. - 21.12.).
- Learning or Robust Control
Nicole Branger, Christian Schlag, Lue Wu
20th Australasian Finance and Banking Conference, 2007, Sydney (12.12. - 14.12.).
- Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk
Raimond Maurer, Christian Schlag, Michael Stamos
Jahrestagung 2007 des Vereins für Socialpolitik, 2007, München (9.10. - 12.10.).
- Optimal Derivative Strategies with Discrete Rebalancing
Nicole Branger, Beate Breuer, Christian Schlag - Learning or Robust Control
Nicole Branger, Christian Schlag, Lue Wu
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2007, Dresden (28.9. - 29.9.).
- Optimal Derivative Strategies with Discrete Rebalancing
Nicole Branger, Beate Breuer, Christian Schlag - Pricing Two Trees When Trees and Investors are Heterogeneous
Nicole Branger, Christian Schlag, Lue Wu
European Finance Association Annual Meeting, 2007, Ljubljana (22.8. - 25.8.).
- Pricing Two Trees When Trees and Investors are Heterogeneous
Nicole Branger, Christian Schlag, Lue Wu
SITE Summer Workshop, 2007, Stanford (29.6. - 30.6.).
- The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
Joachim Grammig, Michael Melvin, Christian Schlag
Eastern Finance Association - 43rd Annual Meeting, 2007, New Orleans, Louisiana (18.4. - 21.4.).
- Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag
10th Conference of the Swiss Society for Financial Market Research, 2007, Zürich (30.3. - 30.3.).
- Optimal Derivative Strategies with Discrete Rebalancing
Nicole Branger, Beate Breuer, Christian Schlag - Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag - Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
Swiss Society for Economics and Statistics, Annual Meeting, 2007, St. Gallen (22.3. - 23.3.).
- Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
Midwest Finance Association Annual Meeting, 2007, Minneapolis (21.3. - 24.3.).
- Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag
VIII Workshop on Quantitative Finance, 2007, Venice (26.01. - 27.01.).
- Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
6. Kölner Finanzmarktkolloquium Asset Management, 2007, Köln (19.01.).
- Optimal Derivative Strategies with Discrete Rebalancing
Nicole Branger, Beate Breuer, Christian Schlag
Campus for Finance, 2007, Vallendar (10.01. - 11.01.).
- Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag - Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
2006
Paris International Meeting on Finance, 2006, Paris (18.12. - 19.12.).
- General Equilibrium with Stochastic Volatility and Jumps
Nicole Branger, Christian Schlag, Eva Schneider
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2006, Oestrich-Winkel (6.10. - 7.10.).
- Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag
Verein für Socialpolitik, 2006, Bayreuth (26.9. - 29.9.).
- General Equilibrium with Stochastic Volatility and Jumps
Nicole Branger, Christian Schlag, Eva Schneider
European Finance Association - 33rd Annual Meeting, 2006, Zurich, Switzerland (23.8. - 26.8.).
- Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
European Summer Symposium in Financial Markets, 2006, Gerzensee (17.7. - 29.7.).
- Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
Portuguese Finance Network, 2006, Porto (6.7. - 8.7.).
- Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
Association Française de Finance Annual Meeting, 2006, Poitiers (26.6. - 27.6.).
- Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag - Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
12th International Conference on Computing in Economics and Finance, 2006, Limassol, Zypern (22.6. - 24.6.).
- Discrete-Time Implementation of Continuous-Time Portfolio Strategies
Nicole Branger, Beate Breuer, Christian Schlag
Western Finance Association, 2006, Keystone (21.6. - 24.6.).
- General Equilibrium with Stochastic Volatility and Jumps
Nicole Branger, Christian Schlag, Eva Schneider
30th Anniversary of the Journal of Banking and Finance Conference, 2006, Peking University, Beijing, China (6.6. - 8.6.).
- Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Nicole Branger, Christian Schlag, Lue Wu
Swiss Society for Financial Market Research, 2006, Zürich (7.4.).
- General Equilibrium with Stochastic Volatility and Jumps
Nicole Branger, Christian Schlag, Eva Schneider - Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider
16th Annual Derivative Securities and Risk Measurement Conference, 2006, Arlington, Virginia (7.4. - 8.4.).
- General Equilibrium with Stochastic Volatility and Jumps
Nicole Branger, Christian Schlag, Eva Schneider
Gesellschaft für Klassifikation (GfKl), 2006, Berlin (8.3. - 10.3.).
- Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider
American Finance Association, 2006, Boston.
- An Economic Motivation for Variance Contracts
Nicole Branger, Christian Schlag
2005
Paris International Meeting on Finance, 2005, Paris (19.12. - 20.12.).
- Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider
10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe (14.12. - 16.12.).
- An Economic Motivation for Variance Contracts
Nicole Branger, Christian Schlag - Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
Nicole Branger, Christian Schlag
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2005, Augsburg (7.10. - 8.10.).
- Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider - Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
Nicole Branger, Christian Schlag
Verein für Socialpolitik, 2005, Bonn (27.9. - 30.9.).
- An Economic Motivation for Variance Contracts
Nicole Branger, Christian Schlag - Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
Nicole Branger, Christian Schlag
European Summer Symposium in Financial Markets, 2005, Gerzensee (23.7. - 29.7.).
- Put Options Are Not Too Expensive - An Analysis of Path Peso Problems
Nicole Branger, Christian Schlag - Optimal Portfolios When Volatility can Jump
Nicole Branger, Christian Schlag, Eva Schneider
Quantitative Finance: Developements, Applications and Problems, 2005, Cambridge (4.7. - 8.7.).
- An Economic Motivation for Variance Contracts
Nicole Branger, Christian Schlag
European Financial Management Association (EFMA), 2005, Bocconi University, Mailand, Italy (29.6. - 2.7.).
- An Economic Motivation for Variance Contracts
Nicole Branger, Christian Schlag
22nd Symposium on Banking and Monetary Economics, 2005, Strasbourg (16.6. - 17.6.).
- Has There Always Been Underpricing and Long-Run Underperformance? IPOs in Germany Before World War I
Christian Schlag, Anja Wodrich
Verband der Hochschullehrer für Betriebswirtschaft, 2005, Kiel (18.5. - 21.5.).
- Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging Errors
Nicole Branger, Christian Schlag
Swiss Society for Financial Market Research, 2005, Zürich (8.4.).
- Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging Errors
Nicole Branger, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
Campus for Finance, 2005, Vallendar.
- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
2004
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2004, Tübingen (1.10. - 2.10.).
- The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
Joachim Grammig, Michael Melvin, Christian Schlag - When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag - Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging Errors
Nicole Branger, Christian Schlag
European Investment Review, 2004, London (9.9. - 10.9.).
- When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag - Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging Errors
Nicole Branger, Christian Schlag
European Finance Association, 2004, Maastricht (18.8. - 21.8.).
- The Role of U.S. Trading in Pricing Internationally Cross-listed Stocks
Joachim Grammig, Michael Melvin, Christian Schlag
European Financial Management Association, 2004, Basel (30.6. - 3.7.).
- When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag - Model Risk: A Conceptual Framework for Risk Measurement and Hedging
Nicole Branger, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - An Empirical Analysis of the Relation Between Stock and Option Trading Activity
Iskra Kalodera, Christian Schlag - Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
Stefanie Franzke, Christian Schlag
Western Finance Association, 2004, Vancouver (23.6. - 26.6.).
- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
Financial Management Association, European Meeting, 2004, Zürich (2.6. - 4.6.).
- When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
Swiss Society for Financial Market Research, 2004, Zürich (2.4. - 2.4.).
- When are Static Superhedging Strategies Optimal?
Nicole Branger, Angelika Esser, Christian Schlag
2003
10th Annual Meeting of the Deutsche Gesellschaft für Finanzwirtschaft, 2003, Mainz, Germany (10.10. - 11.10.).
- Attainability of European Path Independent Claims in Incomplete Markets
Nicole Branger, Angelika Esser, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
Stefanie Franzke, Christian Schlag
Verein für Socialpolitik, 2003, Zürich (30.9. - 3.10.).
- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag - Over-Allotment Options in IPOs on Germany’s Neuer Markt - An Empirical Investigation
Stefanie Franzke, Christian Schlag
EIASM-Workshop on Dynamic Strategies in Asset Allocation and Risk Management, 2003, Brüssel (26.9. - 27.9.).
- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
European Investment Review, 2003, Genf (25.9. - 26.9.).
- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - An Empirical Analysis of the Relation Between Stock and Option Trading Activity
Iskra Kalodera, Christian Schlag
Money Macro and Finance Research Group, 2003, Cambridge (10.9. - 12.9.).
- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag - Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
European Financial Management Association, 2003, Helsinki (25.6. - 28.6.).
- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
10th Global Finance Conference, 2003, Frankfurt (15.6. - 17.6.).
- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
Swiss Society for Financial Market Research, 2003, Zürich (4.4.).
- Attainability of European Path Independent Claims in Incomplete Markets
Nicole Branger, Angelika Esser, Christian Schlag - Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
Frankfurt MathFinance Workshop, 2003, Frankfurt (2.4. - 4.4.).
- Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Nicole Branger, Christian Schlag
ERI / CfS Conference on Pensions and Long Run Investments, 2003, Frankfurt (20.3. - 20.3.).
- Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
Raimond Maurer, Christian Schlag
Gesellschaft für Klassifikation (GfKl), 2003, Cottbus (12.3. - 14.3.).
- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
2002
Symposium on Finance, Banking, and Insurance, 2002, Karlsruhe (11.12. - 13.12.).
- Why is the Index Smile So Steep?
Nicole Branger, Christian Schlag
Deutsche Gesellschaft für Finanzwirtschaft, 2002, Köln (4.10. - 5.10.).
- Option Betas
Nicole Branger, Christian Schlag - Price Impacts of Option Volume
Christian Schlag, Hans Stoll
Gesellschaft für Klassifikation, 2002, Mannheim (22.7. - 24.7.).
- Quadratic Hedging
Julia Bondarenko, Nicole Branger, Angelika Esser, Christian Schlag
Annual Conference of the Pension Research Council, 2002, Wharton School (22.4. - 23.4.).
- Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
Raimond Maurer, Christian Schlag
Annual Meeting of the European Investment Review, 2002, London.
- Money Back Guarantee for Individual Pension Accounts: Evidence from the German Pension Reform
Raimond Maurer, Christian Schlag
2001
Deutsche Gesellschaft für Finanzwirtschaft, 2001, Wien.
- Price Discovery in International Equity Trading
Joachim Grammig, Michael Melvin, Christian Schlag