Nonsubstitutable Consumption Growth Risk.
- Published in:
- Management Science, 2025, v. 71, n. 6, p. 4847, doi. 10.1287/mnsc.2022.01269
- By:
- Publication type:
- Article
Works matching AU Schlag, Christian
Results: 21
1
2
Why is the Index Smile So Steep?
- Published in:
- Review of Finance, 2004, v. 8, n. 1, p. 109, doi. 10.1023/B:EUFI.0000022159.33778.fd
- By:
- Publication type:
- Article
3
Extreme Inflation and Time-Varying Expected Consumption Growth.
- Published in:
- Management Science, 2023, v. 69, n. 5, p. 2972, doi. 10.1287/mnsc.2022.4451
- By:
- Publication type:
- Article
4
Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models.
- Published in:
- Management Science, 2021, v. 67, n. 12, p. 7932, doi. 10.1287/mnsc.2020.3859
- By:
- Publication type:
- Article
5
Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 347, doi. 10.1007/s10614-020-10031-3
- By:
- Publication type:
- Article
6
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up?
- Published in:
- Journal of Money, Credit & Banking (Wiley-Blackwell), 2007, v. 39, n. 5, p. 1267, doi. 10.1111/j.1538-4616.2007.00065.x
- By:
- Publication type:
- Article
7
Hedging under model misspecification: All risk factors are equal, but some are more equal than others ...
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 5, p. 397, doi. 10.1002/fut.20530
- By:
- Publication type:
- Article
8
Optimists and Pessimists in (In)Complete Markets.
- Published in:
- Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 8, p. 2466, doi. 10.1017/S002210901900070X
- By:
- Publication type:
- Article
9
Volatility-of-Volatility Risk.
- Published in:
- Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 6, p. 2423, doi. 10.1017/S0022109018001436
- By:
- Publication type:
- Article
10
Pricing Two Heterogeneous Trees.
- Published in:
- Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 5, p. 1437, doi. 10.1017/S002210901100038X
- By:
- Publication type:
- Article
11
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
- Published in:
- Journal of Financial & Quantitative Analysis, 2008, v. 43, n. 4, p. 1055, doi. 10.1017/S0022109000014447
- By:
- Publication type:
- Article
12
OPTION BETAS:: RISK MEASURES FOR OPTIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2007, v. 10, n. 7, p. 1137, doi. 10.1142/S0219024907004585
- By:
- Publication type:
- Article
13
Equilibrium Asset Pricing in Directed Networks.
- Published in:
- Review of Finance, 2021, v. 25, n. 3, p. 777, doi. 10.1093/rof/rfaa035
- By:
- Publication type:
- Article
14
Expiration day effects of stock index derivatives in Germany.
- Published in:
- European Financial Management, 1996, v. 2, n. 1, p. 69, doi. 10.1111/j.1468-036X.1996.tb00029.x
- By:
- Publication type:
- Article
15
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia.
- Published in:
- Journal of Financial Econometrics, 2025, v. 23, n. 2, p. 1, doi. 10.1093/jjfinec/nbaf005
- By:
- Publication type:
- Article
16
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets.
- Published in:
- 2007
- By:
- Publication type:
- Book Review
17
The Leading Premium.
- Published in:
- Review of Financial Studies, 2023, v. 36, n. 8, p. 2997, doi. 10.1093/rfs/hhad009
- By:
- Publication type:
- Article
18
The Collateralizability Premium.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 12, p. 5821, doi. 10.1093/rfs/hhaa063
- By:
- Publication type:
- Article
19
Optimal Derivative Strategies with Discrete Rebalancing.
- Published in:
- Journal of Derivatives, 2008, v. 16, n. 2, p. 67, doi. 10.3905/JOD.2008.16.2.067
- By:
- Publication type:
- Article
20
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors.
- Published in:
- 2003
- By:
- Publication type:
- Book Review
21
Discrete-time implementation of continuous-time portfolio strategies.
- Published in:
- European Journal of Finance, 2010, v. 16, n. 2, p. 137, doi. 10.1080/13518470903075854
- By:
- Publication type:
- Article