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15
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9
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An evaluation framework for alternative VaR-models
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christian C.P.
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 944-958
Persistent link: https://www.econbiz.de/10006873817
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2
Option-based compensation: a survey
Muurling, Rutger
;
Lehnert, Thorsten
- In:
The international journal of accounting : TIJA
39
(
2004
)
4
,
pp. 365-402
Persistent link: https://www.econbiz.de/10006608353
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3
Explaining Smiles: GARCH Option Pricing with Conditional Leptokurtosis and Skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2003
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10005936068
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4
Behavioral heterogeneity in the option market
Frijns, Bart
;
Lehnert, Thorsten
;
Zwinkels, Remco C.J.
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2273-2288
Persistent link: https://www.econbiz.de/10008705603
Saved in:
5
Uncertainty avoidance, risk tolerance and corporate takeover decisions
Frijns, Bart
;
Gilbert, Aaron
;
Lehnert, Thorsten
; …
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2457-2471
Persistent link: https://www.econbiz.de/10010112278
Saved in:
6
Measuring Financial Contagion Using Time-Aligned Data: The Importance of the Speed of Transmission of Shocks
Kleimeier, Stefanie
;
Lehnert, Thorsten
;
Verschoor, …
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
4
,
pp. 493-508
Persistent link: https://www.econbiz.de/10008082118
Saved in:
7
Mandelbrot and the Smile
Lehnert, Thorsten
- In:
Kredit und Kapital
42
(
2009
)
1
,
pp. 125-144
Persistent link: https://www.econbiz.de/10008246520
Saved in:
8
Loss Functions in Option Valuation: A Framework for Selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christian C.P.
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10008252144
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9
Investor sentiment, mutual fund flows and its impact on returns and volatility
Beaumont, Rob
;
Daele, Marco van
;
Frijns, Bart
;
Lehnert, …
- In:
Managerial finance
34
(
2008
)
11
,
pp. 772-785
Persistent link: https://www.econbiz.de/10008112767
Saved in:
10
On the determinants of portfolio choice
Frijns, Bart
;
Koellen, Esther
;
Lehnert, Thorsten
- In:
Journal of economic behavior & organization : JEBO
66
(
2008
)
2
,
pp. 373-386
Persistent link: https://www.econbiz.de/10007988376
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