Julian Thimme und Christian Schlag - Info zur Person

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SAFE Research Seminar: Christian Schlag (SAFE and

archiv2020.safefrankfurt.de

Apr 22, · Title: Non-substitutable consumption growth risk (joint with Robert F. Dittmar, University of Michigan, and Julian Thimme, KIT) Speaker: Christian Schlag, SAFE and Goethe University Abstract

Robert Dittmar CV - Rice University

business.rice.edu

“Non-Substitutable Consumption Growth Risk,” with Christian Schlag and Julian Thimme,. April “Distress Risk, Expected Shareholder Losses, ... › sites › default › files › r...

Paper accepted at JFE - About - VGSF

www.vgsf.ac.at

— Authors: Rüdiger Weber (WU Vienna), Christian Schlag (Goethe University Frankfurt), Julian Thimme (Karlsruhe Institute of Technology). › ... › About

Fachbereich Wirtschaftswissenschaften: Fuel is Pumping Premiums:...

www.wiwi.uni-frankfurt.de

Jun 13, · Authors: Robert Dittmar (University of Michigan), Christian Schlag (Goethe University and SAFE), Julian Thimme (Goethe University) Title: Fuel is Pumping Premiums: A Consumption-based Explanation of the Value Anomaly

Julian Thimme - News

www.julianthimme.de

posted Nov 22, 2018, 8:12 AM by Julian Thimme [ updated Nov 22, 2018, 8:14 AM] In the new version of my paper "Elephants and the Cross-Section of Expected Returns" with Nora Laurinaityte, Christoph Meinerding, and Christian Schlag, we show that there is a flaw …

WU Fides

bach.wu.ac.at

author = {Christian Schlag and Julian Thimme and Rüdiger Weber}, year = {2021}, doi = {https://doi.org j.jfineco }, › results

A Consumption-based Explanation of the Value Anomaly

personal.lse.ac.uk

Discussion of: “Fuel is Pumping Premiums: A Consumption-based Explanation of the Value. Anomaly” by Robert Dittmar Christian Schlag Julian Thimme. › discussions_files › Fuel

curriculum vitae ivan shaliastovich

www.pbcsf.tsinghua.edu.cn

— Darien Huang, Christian Schlag, Ivan Shaliastovich, and Julian Thimme, 2019, “Volatility of. Volatility Risk,” Journal of Financial and ... › __local

OPUS 4 | Volatility-of-volatility risk

publikationen.ub.uni-frankfurt.de

Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme. We show that time-varying volatility of volatility is a significant risk factor which affects the cross-section and the time-series of index and VIX option returns, beyond volatility risk itself. Volatility and volatilit

Prof. Dr. Christian Schlag | Details

safe-frankfurt.de

Level and Slope of Volatility Smiles in Long-Run Risk Models. Financial Markets, Systemic Risk Lab Christian Schlag, Julian Thimme, Rüdiger Weber. Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution. Financial Markets.

16. Kölner Finanzmarktkolloquium Asset Management

www.cfr-cologne.de

Christian Schlag, Julian Thimme, Rüdiger Weber (Goethe-University Frankfurt) Discussant: Stephan Jank (Deutsche Bundesbank) , Coffee break. › ...

Webseite nicht verfügbar

www.affi2017-uga.fr

... WeberImplied Volatility Duration And The Early Resolution PremiumChristian Schlag, Goethe University Frankfurt; Julian Thimme, Goethe University Frankfurt; ...

BEC June Riga, Latvia - Day 2: Tuesday, June 11

conf2019.balticecon.org

Nora Laurinaityte* (SAFE), Christoph Meinerding (Deutsche Bundesbank), Christian Schlag (Goethe University Frankfurt, SAFE), and Julian Thimme (Goethe ... › d...

Christoph Meinerding | Deutsche Bundesbank

www.bundesbank.de

... matrices in cross-sectional asset pricing tests Discussion paper : Nora Laurinaityte, Christoph Meinerding, Christian Schlag, Julian Thimme. › chris...

Implied volatility duration: A measure for the timing of X-MOL

www.x-mol.com

Christian Schlag , Julian Thimme , Rüdiger Weber. We introduce implied volatility duration (IVD) as a new measure for the timing of uncertainty resolution, ... › paper

OPUS 4 | Volatility-of-volatility risk

nbn-resolving.de

Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme. We show that time-varying volatility of volatility is a significant risk factor which ... › urn:nbn:...

Research | Robert Dittmar

webuser.bus.umich.edu

with Christian Schlag and Julian Thimme, February, Implied Default Probabilities and Loss Given Default from Option Prices › res...

Christian Schlag - Non-substitutable consumption growth risk ...

www.unive.it

— with Robert F. Dittmar, Julian Thimme. Abstract: Standard applications of the consumption-based asset pricing model make the assumption that ... › data

The importance of volatility of volatility

www.sr-sv.com

— Huang, Darien; Christian Schlag, Ivan Shaliastovich and Julian Thimme (2018), “Volatility-of-volatility risk”, SAFE Working Paper, No. › the-import...

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