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 4 6 47
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 106 4 5 6 284
An Empirical Comparison of Alternative Stochastic Volatility Models 0 1 1 555 1 8 8 1,403
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 0 5 7 59
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 2 12 18 392
Commodities, financialization, and heterogeneous agents 0 0 0 15 0 0 3 70
Commodities, financialization, and heterogeneous agents 0 0 0 16 0 2 4 87
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 1 6 7 209
Equilibrium asset pricing in directed networks 0 0 0 23 1 3 6 78
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 2 7 11 63
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 0 11 14 606
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 0 5 5 1,179
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 0 3 3 118
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 1 4 6 37
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 6 0 8 10 61
Price Discovery in International Equity Trading 0 0 0 158 2 8 12 744
Price discovery in international equity trading 0 0 1 27 0 3 5 298
Temperature shocks and welfare costs 0 0 1 42 1 10 16 94
The Leading Premium 0 0 0 15 1 6 9 53
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 0 2 3 28
When Are Static Superhedging Strategies Optimal? 0 0 0 91 2 3 3 339
Why is the index smile so steep? 0 0 0 86 0 5 6 280
Total Working Papers 0 1 3 1,843 18 120 168 6,529

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 0 1 101
Attainability of European path-independent claims in incomplete markets 0 0 0 7 0 1 2 108
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 1 5 6 72
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 1 4 7 78
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 1 1 42 0 8 15 123
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 2 4 5 59
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 2 7 12 631
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 0 2 3 180
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 0 2 3 93
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 0 1 8 0 2 3 29
Optimal portfolios when volatility can jump 0 0 0 51 3 7 10 155
Price impacts of options volume 0 0 0 102 0 1 5 241
Pricing Two Heterogeneous Trees 0 0 0 18 0 5 5 80
Temperature shocks and welfare costs 0 0 1 71 2 11 19 251
Why is the Index Smile So Steep? 0 0 0 86 1 25 27 290
Why is the Index Smile So Steep? 0 0 0 3 0 6 6 33
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 0 13 17 60
Total Journal Articles 0 1 3 795 12 103 147 2,615

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Statistics updated 2026-03-04