Patrick Konermann

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 48,349

SSRN RANKINGS

Top 48,349

in Total Papers Downloads

817

CITATIONS

3

Scholarly Papers (5)

1.

Equilibrium Asset Pricing in Directed Networks

SAFE Working Paper No. 74, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 73 Posted: 11 Nov 2014 Last Revised: 29 Oct 2018
University of Muenster - Finance Center Muenster, BI Norwegian Business School, Deutsche Bundesbank and Goethe University Frankfurt - Research Center SAFE
Downloads 398 (72,241)
Citation 1

Abstract:

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Directed cash flow networks, directed shocks, mutually exciting processes, recursive preferences

2.

Optimists and Pessimists in (In)Complete Markets

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, SAFE Working Paper No. 252
Number of pages: 55 Posted: 18 Nov 2013 Last Revised: 25 Jun 2019
Nicole Branger, Patrick Konermann and Christian Schlag
University of Muenster - Finance Center Muenster, BI Norwegian Business School and Goethe University Frankfurt - Research Center SAFE
Downloads 274 (109,716)
Citation 2

Abstract:

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Market (in)completeness, heterogeneous beliefs, jumps in the long-run growth rate, jumps in aggregate consumption, recursive preferences

3.

Returns on Cyclical and Defensive Stocks in Times of Scarce Information about the Business Cycle

Number of pages: 43 Posted: 12 Jun 2012 Last Revised: 10 Apr 2013
Nicole Branger, Patrick Konermann and Julian Thimme
University of Muenster - Finance Center Muenster, BI Norwegian Business School and Goethe University Frankfurt - House of Finance
Downloads 129 (217,939)

Abstract:

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Asset Pricing, Epstein-Zin utility, Lucas Orchard, Learning, Information Quality

4.

Equilibrium Asset Pricing in Directed Networks

Deutsche Bundesbank Discussion Paper No. 37/2018
Number of pages: 47 Posted: 26 Sep 2018 Last Revised: 21 Feb 2019
University of Muenster - Finance Center Muenster, Deutsche Bundesbank, BI Norwegian Business School and Goethe University Frankfurt - Research Center SAFE
Downloads 16 (538,037)

Abstract:

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directed cash flow networks, directed shocks, mutually exciting processes, recursive preferences

5.

Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations

Review of Financial Economics, Vol. 22, Issue 1, January 2013, 36-46
Posted: 25 Nov 2011 Last Revised: 15 Apr 2013
Patrick Konermann, Christoph Meinerding and Olga Sedova
BI Norwegian Business School, Deutsche Bundesbank and University of Muenster - Finance Center Muenster

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Asset Allocation, Portfolio Choice, Contagion, Systemic Risk, Regime Switching