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‘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
An Explorative Investigation of Intraday Trading on the German Stock Market
Financial Markets and Portfolio Management
1998 Kirchner, Tobias
Schlag, Christian
Bewertungstechniken bei Zinsunsicherheit
Journal of Business Economics (formerly: Zeitschrift für Betriebswirtschaft ZfB)
1996 Madjlessi, Foruhar
Schlag, Christian
Expiration Day Effects of Stock Index Derivatives in Germany
#del# European Financial Management
1996
Schlag, Christian
Bewertung derivativer Finanztitel in zeit- und zustandsdiskreten Modellen
Gabler Verlag
1995
Schlag, Christian
Neues zum Intervalling-Effekt am deutschen Aktienmarkt
Kredit und Kapital
1994
Schlag, Christian
Die Bewertung des DAX-Future an der Deutschen Terminbörse
Zeitschrift für Bankrecht und Bankwirtschaft
1992 Prigge, J.
Schlag, Christian
Die Marktstruktur der Deutschen Terminbörse: Eine empirische Analyse der Bid-Ask-Spreads
zfbf Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung
1992 Lüdecke, Torsten
Schlag, Christian
Der Einfluß der Deutschen Terminbörse auf Volatilität und Wertpapierrisiko am Frankfurter Aktienmarkt
Zeitschrift für Bankrecht und Bankwirtschaft
1991
Schlag, Christian