Access Statistics for Christian Schlag

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 4 0 2 9 50
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 106 0 1 7 285
An Empirical Comparison of Alternative Stochastic Volatility Models 0 0 1 555 0 0 9 1,404
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 0 2 8 61
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 1 5 24 399
Commodities, financialization, and heterogeneous agents 0 0 0 15 0 2 5 72
Commodities, financialization, and heterogeneous agents 0 0 0 16 0 2 5 89
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 1 4 12 214
Equilibrium asset pricing in directed networks 0 0 0 23 0 2 8 81
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 0 3 15 68
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 1 6 20 612
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 1 3 8 1,182
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 0 0 3 118
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 0 2 8 39
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 6 0 3 12 65
Price Discovery in International Equity Trading 0 0 0 158 1 2 16 748
Price discovery in international equity trading 0 0 1 27 0 6 14 307
Temperature shocks and welfare costs 0 0 0 42 0 9 24 103
The Leading Premium 0 0 0 15 1 3 13 58
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 0 1 6 32
When Are Static Superhedging Strategies Optimal? 0 0 0 91 1 2 5 341
Why is the index smile so steep? 0 0 0 86 0 0 6 281
Total Working Papers 0 0 2 1,843 7 60 237 6,609

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany 0 0 0 4 0 1 2 102
Attainability of European path-independent claims in incomplete markets 0 0 0 7 0 5 7 113
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 0 1 6 73
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 0 1 8 79
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 0 0 1 31
Expiration day effects of stock index derivatives in Germany 0 0 1 42 0 1 15 124
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 0 3 8 63
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 1 251 2 5 18 637
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 0 2 5 182
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 0 1 4 94
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 0 0 8 0 1 3 30
Optimal portfolios when volatility can jump 0 0 0 51 0 2 13 158
Price impacts of options volume 0 0 0 102 0 1 6 242
Pricing Two Heterogeneous Trees 0 0 0 18 0 1 6 81
Temperature shocks and welfare costs 0 0 1 72 0 6 25 259
Why is the Index Smile So Steep? 0 0 0 3 0 1 7 34
Why is the Index Smile So Steep? 0 0 0 86 0 2 27 292
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 0 2 19 62
Total Journal Articles 0 0 3 797 2 36 180 2,656

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Statistics updated 2026-07-10