Felix Brinkmann

University of Goettingen (Gottingen)

Chair of Finance

Platz der Gottinger Sieben 3

Gottingen, D-37073

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

608

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Risk-Adjusted Option-Implied Moments

Number of pages: 35 Posted: 03 Jul 2014 Last Revised: 18 May 2016
Felix Brinkmann and Olaf Korn
University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Downloads 324 (109,420)

Abstract:

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option-implied moments, risk adjustment, disappointment aversion, implied preferences

2.

Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection

Number of pages: 35 Posted: 27 Jan 2014 Last Revised: 19 May 2016
Felix Brinkmann, Alexander Kempf and Olaf Korn
University of Goettingen (Gottingen), University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Goettingen (Gottingen)
Downloads 190 (185,461)

Abstract:

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option-implied information, dependence measures, higher moments, portfolio selection

3.

Quantile Risk Premiums

Number of pages: 52 Posted: 30 Nov 2020
Felix Brinkmann, Julian Dörries and Olaf Korn
University of Goettingen (Gottingen), University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Downloads 94 (319,462)

Abstract:

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Quantiles, Moment Swaps, Risk Premiums