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 2 3 4 45
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 1 1 1 1,396
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 1 2 3 55
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 2 5 8 382
Commodities, financialization, and heterogeneous agents 0 0 0 16 1 2 4 86
Commodities, financialization, and heterogeneous agents 0 0 0 15 0 3 3 70
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 2 3 3 205
Equilibrium asset pricing in directed networks 0 0 0 23 1 2 4 76
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 1 3 5 57
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 3 6 6 598
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 1 1 1 1,175
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 1 1 2 116
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 2 4 5 35
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 6 4 4 6 57
Price Discovery in International Equity Trading 0 0 0 158 1 3 6 737
Price discovery in international equity trading 0 1 2 27 1 3 4 296
Temperature shocks and welfare costs 0 0 1 42 4 7 11 88
The Leading Premium 0 0 0 15 1 3 5 48
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 3 3 5 278
Total Working Papers 0 1 4 1,842 32 60 89 6,441

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 0 1 1 107
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 3 3 4 70
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 2 4 5 76
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 0 1 2 31
Expiration day effects of stock index derivatives in Germany 0 0 0 41 0 4 7 115
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 1 1 2 56
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 0 4 6 624
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 1 2 2 179
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 1 27
Optimal portfolios when volatility can jump 0 0 0 51 2 4 6 150
Price impacts of options volume 0 0 1 102 0 3 6 240
Pricing Two Heterogeneous Trees 0 0 0 18 1 1 1 76
Temperature shocks and welfare costs 0 0 2 71 3 7 16 243
Why is the Index Smile So Steep? 0 0 0 86 17 17 19 282
Why is the Index Smile So Steep? 0 0 0 3 1 1 1 28
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 9 12 13 56
Total Journal Articles 0 0 4 794 40 67 95 2,552

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Statistics updated 2026-01-09