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 2 43
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 106 0 1 1 279
An Empirical Comparison of Alternative Stochastic Volatility Models 0 0 0 554 0 0 0 1,395
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 1 1 2 54
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 2 3 6 380
Commodities, financialization, and heterogeneous agents 0 0 0 15 2 3 3 70
Commodities, financialization, and heterogeneous agents 0 0 0 16 1 1 3 85
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 0 1 1 203
Equilibrium asset pricing in directed networks 0 0 0 23 1 1 4 75
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 2 2 4 56
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 3 3 3 595
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 0 0 0 1,174
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 0 0 1 115
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 2 2 3 33
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 6 0 0 2 53
Price Discovery in International Equity Trading 0 0 0 158 2 3 5 736
Price discovery in international equity trading 1 1 2 27 1 2 3 295
Temperature shocks and welfare costs 0 0 1 42 1 5 7 84
The Leading Premium 0 0 0 15 2 2 4 47
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 0 0 1 26
When Are Static Superhedging Strategies Optimal? 0 0 0 91 0 0 1 336
Why is the index smile so steep? 0 0 1 86 0 0 2 275
Total Working Papers 1 1 4 1,842 21 31 58 6,409

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 1 101
Attainability of European path-independent claims in incomplete markets 0 0 0 7 1 1 1 107
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 0 0 1 67
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 2 2 3 74
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 1 1 2 31
Expiration day effects of stock index derivatives in Germany 0 0 0 41 1 5 7 115
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 0 0 1 55
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 3 5 6 624
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 0 1 1 178
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 0 1 2 91
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 0 1 8 0 0 2 27
Optimal portfolios when volatility can jump 0 0 1 51 2 2 5 148
Price impacts of options volume 0 0 1 102 2 3 7 240
Pricing Two Heterogeneous Trees 0 0 0 18 0 0 1 75
Temperature shocks and welfare costs 0 0 2 71 3 4 14 240
Why is the Index Smile So Steep? 0 0 0 3 0 0 0 27
Why is the Index Smile So Steep? 0 0 0 86 0 0 4 265
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 2 3 4 47
Total Journal Articles 0 0 5 794 17 29 62 2,512

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Statistics updated 2025-12-06