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 1 1 9 51
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 106 3 3 9 288
An Empirical Comparison of Alternative Stochastic Volatility Models 0 0 1 555 1 1 10 1,405
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 1 1 10 63
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 4 4 25 403
Commodities, financialization, and heterogeneous agents 0 0 0 15 2 2 6 74
Commodities, financialization, and heterogeneous agents 0 0 0 16 3 4 9 93
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 1 2 13 216
Equilibrium asset pricing in directed networks 0 0 0 23 1 3 10 84
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 2 3 17 71
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 3 5 25 617
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 3 5 13 1,187
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 4 4 7 122
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 0 0 8 39
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 6 3 4 16 69
Price Discovery in International Equity Trading 0 0 0 158 1 2 16 750
Price discovery in international equity trading 0 0 1 27 3 4 17 311
Temperature shocks and welfare costs 0 0 0 42 2 4 24 107
The Leading Premium 0 0 0 15 3 5 19 64
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 1 2 12 38
When Are Static Superhedging Strategies Optimal? 0 0 0 91 0 1 6 342
Why is the index smile so steep? 2 2 2 88 2 8 14 289
Total Working Papers 2 2 4 1,845 44 68 295 6,683

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 1 1 2 103
Attainability of European path-independent claims in incomplete markets 0 0 0 7 4 5 12 118
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 2 2 8 75
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 2 2 9 81
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 1 1 3 33
Expiration day effects of stock index derivatives in Germany 0 1 2 43 2 5 15 129
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 1 2 11 66
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 1 1 3 253 3 9 28 649
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 2 2 6 184
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 1 1 5 96
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 0 0 8 0 0 3 30
Optimal portfolios when volatility can jump 0 0 1 52 2 3 16 162
Price impacts of options volume 0 0 0 102 1 2 6 244
Pricing Two Heterogeneous Trees 0 0 0 18 3 3 9 84
Temperature shocks and welfare costs 0 0 1 72 3 3 28 265
Why is the Index Smile So Steep? 0 0 0 3 3 5 12 39
Why is the Index Smile So Steep? 0 0 0 86 3 4 31 296
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 4 4 21 66
Total Journal Articles 1 2 7 801 38 54 225 2,720

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Statistics updated 2026-11-12