Platz der Göttinger Sieben 3
D-37073 Göttingen
Germany
Georg-August-Universität Göttingen
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portfolio selection, option-implied information
low-beta anomaly, trading strategies, factor risk premiums, smart beta
Commodities, Futures, Forwards, Pricing, Hedging
Hedging, Forwards, Collateral, Liquidity, Risk Management
beta, option-implied information
Corporate risk management, foreign exchange risk, hedging, cointegrated VAR model
option pricing, lead-lag effects
option-implied moments, risk adjustment, disappointment aversion, implied preferences
Risk management, forwards, default risk, hedging, production
Default Risk, Forwards, Hedging, Production, Risk Management
Illiquidity, equity options, option returns, option strategies
risk management, hedging, forwards, timing uncertainty
risk management, hedging, forwards, uncertainty of time
risk management, hedging, quantity risk, exotic derivatives
stock option plans, robustness, accounting valuation, corporate governance
option-implied information, dependence measures, higher moments, portfolio selection
risk management, hedging, derivatives, regret aversion
portfolio selection, regret aversion, regret risk
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beta, option‐implied information
