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Mutual funds, price pressure and index options
Lehnert, Thorsten - 2016
Persistent link: https://www.econbiz.de/10011565495
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Skewness term structure tests
Lin, Yuehao; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502924
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Is there a bubble in the art market?
Kräussl, Roman; Lehnert, Thorsten; Martelin, Nicolas - 2014
Persistent link: https://www.econbiz.de/10010502925
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Evaluating option pricing model performance using model uncertainty
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502926
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Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2014
Persistent link: https://www.econbiz.de/10010502927
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Volatility concepts and risk management tools
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547074
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From time varying risk-aversion and sentiment to anomalies in market moments' risk premia
Bams, Dennis; Honarvar, Iman; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547082
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The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015
Persistent link: https://www.econbiz.de/10011547101
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A note on Stein's overreaction puzzle
Lin, Yuehao; Lehnert, Thorsten - 2017
Persistent link: https://www.econbiz.de/10011737853
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On the impact of exclusion filters rules in option pricing
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011565393