Faculty of Economics and Business Administration Publications Database

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Equilibrium Asset Pricing in Directed Networks
Review of Finance
Selected SAFE
2021 Branger, Nicole
Konermann, Patrick
Meinerding, Christoph
Schlag, Christian
Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
Journal of Financial Economics
Selected
2021
Schlag, Christian
Thimme, Julian
Weber, Jürgen
The Collateralizability Premium
Review of Financial Studies
Selected
2020 Ai, Hengjie
Li, Jun E
Li, Kai
Schlag, Christian
Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis
Selected
2020 Branger, Nicole
Konermann, Patrick
Schlag, Christian
Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis
Selected
2019
Schlag, Christian
Huang, Darien
Shaliastovich, Ivan
Thimme, Julian
Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis
Selected
2019 Branger, Nicole
Konermann, Patrick
Schlag, Christian
Horizontal industry relationships and return predictability
Journal of Empirical Finance
2019
Schlag, Christian
Zeng, Kailin
Level and slope of volatility smiles in long-run risk models
Journal of Economic Dynamics and Control
Selected
2018 Branger, Nicole
Rodrigues, Paulo M.M.
Schlag, Christian
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Journal of Economic Dynamics and Control
Selected
2015 Branger, Nicole
Schlag, Christian
Wu, Lue
Hedging Under Model Misspecification: All Risk Factors are Equal, But Some are More Equal than Others ...
Journal of Futures Markets
2012 Branger, Nicole
Krautheim, Eva
Schlag, Christian
Seeger, Norman
Pricing Two Heterogeneous Trees
Journal of Financial and Quantitative Analysis
Selected
2011 Branger, Nicole
Schlag, Christian
Wu, Lue
Discrete-Time Implementation of Continuous-Time Portfolio Strategies
European Journal of Finance
2010 Branger, Nicole
Breuer, Beate
Schlag, Christian
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Journal of Financial and Quantitative Analysis
Selected
2008 Branger, Nicole
Schlag, Christian
Optimal Portfolios When Volatility Can Jump
Journal of Banking and Finance
Selected
2008 Branger, Nicole
Schlag, Christian
Schneider, Eva
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices"
Schmalenbach Business Review
2008
Schlag, Christian
Optimal Derivative Strategies with Discrete Rebalancing
Journal of Derivatives
2008 Branger, Nicole
Breuer, Beate
Schlag, Christian
Measuring Financial Integration via Idiosyncratic Risk: What Effects are we Really Picking up?
Journal of Money, Credit and Banking
2007 Parsley, David C.
Schlag, Christian
Option Betas: Risk Measures for Options
International Journal of Theoretical and Applied Finance
2007 Branger, Nicole
Schlag, Christian
Internationally Cross-Linked Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects
Journal of Empirical Finance
2005 Grammig, Joachim
Melvin, Michael
Schlag, Christian
Price Impacts of Option Volume
Journal of Financial Markets
2005
Schlag, Christian
Stoll, Hans
Why is the Index Smile So Steep?
Review of Finance
Selected
2004 Branger, Nicole
Schlag, Christian
Attainability of European Path-Independent Claims in Incomplete Markets
Finance Research Letters
2004 Branger, Nicole
Esser, Angelika
Schlag, Christian
Zinsderivate. Modelle und Bewertung
Springer Verlag
2004 Branger, Nicole
Schlag, Christian
Money-Back Guarantees in Individual Pension Accounts: Evidence from the German Pension Reform
The Pension Challenge: Risk Transfers and Retirement Income Security
2003
Maurer, Raimond
Schlag, Christian
An Empirical Examination of the Effect of Dividend Taxation on Asset Pricing and Returns in Germany
Global Finance Journal
1999 Murphy, Austin J.
Schlag, Christian