Ludger Hentschel

Alternative Risk Premia Investments

Partner

1120 Avenue of the Americas

15 Fl

New York, NY 10036

United States

http://www.ludgerhentschel.com

SCHOLARLY PAPERS

7

DOWNLOADS

461

CITATIONS
Rank 2,274

SSRN RANKINGS

Top 2,274

in Total Papers Citations

247

Scholarly Papers (7)

1.

Numeraire Portfolio Tests of the Size and Source of Gains from International Diversification

AFA 2003 Washington, DC Meetings
Number of pages: 38 Posted: 25 Nov 2002
Ludger Hentschel and John B. Long
Alternative Risk Premia Investments and Simon Graduate School of Business, University of Rochester
Downloads 386 (74,048)
Citation 3

Abstract:

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Gains from international diversification, international market integration, numeraire portfolio, stochastic discount factor

2.

No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns

NBER Working Paper No. w3742
Number of pages: 50 Posted: 16 Jul 2007 Last Revised: 19 Jan 2009
John Y. Campbell and Ludger Hentschel
Harvard University - Department of Economics and Alternative Risk Premia Investments
Downloads 75 (309,800)
Citation 244

Abstract:

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3.

Are Corporations Reducing or Taking Risks with Derivatives?

Journal of Financial and Quantitative Analysis, March 2001
Posted: 18 Jan 2001
Ludger Hentschel and S.P. Kothari
Alternative Risk Premia Investments and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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4.

Life Insurance or Lottery: Are Corporations Managing or Taking Risks with Derivatives?

Posted: 29 Aug 1998
Ludger Hentschel and S.P. Kothari
Alternative Risk Premia Investments and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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5.

Controlling Risks in Derivatives Markets

JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 2, June 1995
Posted: 25 Aug 1998
Ludger Hentschel and Clifford W. Smith
Alternative Risk Premia Investments and Simon Graduate School of Business, University of Rochester

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6.

Risks in Derivatives Markets

WFIC 96-24
Posted: 16 Jun 1998
Ludger Hentschel and Clifford W. Smith
Alternative Risk Premia Investments and Simon Graduate School of Business, University of Rochester

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7.

Risks in Derivatives Markets: Implications for the Insurance Industry

J. OF RISK AND INSURANCE, Vol. 64 No. 2, June 1997
Posted: 11 Sep 1997
Ludger Hentschel and Clifford W. Smith
Alternative Risk Premia Investments and Simon Graduate School of Business, University of Rochester

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