Universitaetsstrasse 41
Hagen, 58097
Germany
University of Hagen
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Idiosyncratic Risk, LBO, Private Equity, Benchmarking, CCA
asset pricing, analyst research, earnings per share consensus forecasts, earnings forecast momentum, market efficiency, sell-side analysts
beta, option-implied information
Lean Trees, Lattice Models, Option Pricing, Numerical Valuation Techniques
Lean trees, lattice models, option pricing, numerical valuation techniques
capital allocation, economic capital, risk capital, risk contributions, internal market, asymmetric information, empire building
discount certificate, life cycle, order flow, structured financial product
ad hoc disclosure, earnings announcement, earnings surprise, market reaction
growth companies, implied volatility, option pricing, Schwartz-Moon model, stock price dynamics
bank-issued options, price sensitivity, retail derivatives, retail investors, warrants, optimal pricing strategies
portfolio selection, transaction costs, non-convex optimization
Performance Measurement, Option Portfolios, Stochastic Volatility, Heston, Nonlinearity, Volatility Risk, Option-Based Factors, Discrete Returns, Continuous Returns
portfolio selection, regret aversion, regret risk
retail derivatives, individual investors, sales prospectuses, structured financial products
Feedback trading, retail investors, investor returns, retail derivatives, warrants, order flow, issuer pricing strategies, intra-day
intraday electricity market, renewable energies, electricity price volatility, electricity price dispersion
Structured retail products, regulation, retail investor preferences, cost disclosures, risk presentation, choice-based conjoint analysis
Model Risk, Heston Model, Bates Model, Local Volatility, Bonus Certificates, Barrier Options, Empirical Finance, Retail Derivatives
information share, stationarity, co-integration, variance decomposition, volatility spillover
Sovereign-bank nexus, risk transmissions, sovereign exposures, zero risk weight, credit risk, liquidity risk, risk concentration, Basel II, Basel III, CRR, CRD, interaction effects in regression analyses, three-way interaction
risk weights, expected losses, loan loss provisioning, banking regulation, capital requirements, Basel II
analyst forecasts, information content, equity research, market efficiency, price discovery, error-correction, information share
cost of capital, cost of debt, EBIT-based model, WACC, yield spread
Basel II, Risk weights, Banking regulation, Capital requirements, Pro-cyclicality
Information Share, Volatility Discovery, VDAX-NEW, Bank-Issued Warrants, Options, Retail Investors
Regulatory disclosure, Bank margins, Cost transparency, Discount Certificates, Retail Banking
overreaction, market efficiency, event study
certificates, credit risk, option pricing, vulnerable options
Transition risk, Carbon risk, Option pricing, Volatility risk, Jump risk, Delta-hedged option returns
conditional value-at-risk, credit portfolio, counterparty risk, expected shortfall, ill-posedness, spectral risk measures
return autocorrelation, intraday, price pressure, option gamma
structured retail products, banking, retail investors, credit risk, option pricing, structural model, financial crisis, counterparty risk, vulnerable derivatives
certificate, implied volatility, option pricing, stochastic volatility, structured financial product, volatility skew, volatility smile
Structured product, discount certificate, vulnerable option, credit risk margin
