Platz der Gottinger Sieben 3
Gottingen, D-37073
Germany
University of Göttingen
SSRN RANKINGS
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low-beta anomaly, trading strategies, factor risk premiums, smart beta
portfolio selection, option-implied information
Commodities, Futures, Forwards, Pricing, Hedging
Hedging, Forwards, Collateral, Liquidity, Risk Management
beta, option-implied information
option-implied moments, risk adjustment, disappointment aversion, implied preferences
Illiquidity, equity options, option returns, hedging costs
Corporate risk management, foreign exchange risk, hedging, cointegrated VAR model
Risk management, forwards, default risk, hedging, production
Default Risk, Forwards, Hedging, Production, Risk Management
risk management, hedging, forwards, timing uncertainty
risk management, hedging, forwards, uncertainty of time
option pricing, lead-lag effects
risk management, hedging, quantity risk, exotic derivatives
portfolio selection, regret aversion, regret risk
option-implied information, dependence measures, higher moments, portfolio selection
stock option plans, robustness, accounting valuation, corporate governance
Quantiles, Moment Swaps, Risk Premiums
risk management, hedging, derivatives, regret aversion
option returns, low-volatility effect, expensiveness effect, intermediary asset pricing
Asset Management, Drawdown, Risk Measures, Performance Measurement
