Christian Wiehenkamp

affiliation not provided to SSRN

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 23,330

SSRN RANKINGS

Top 23,330

in Total Papers Downloads

3,063

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (7)

Actions:
Email selected abstracts
1.

A Call on Art Investments

Review of Derivatives Research, Vol. 15, No. 1, 2012.
Number of pages: 30 Posted: 26 Feb 2020
Roman Kräussl and Christian Wiehenkamp
Universite du Luxembourg - Department of Finance and affiliation not provided to SSRN
Downloads 845 (40,309)

Abstract:

Loading...

Art Market, Art Index, Alternative Investments, Option Pricing

2.

Art-Backed Lending: Implied Spreads and Art Risk Management

Number of pages: 37 Posted: 26 Feb 2020
Rachel A.J. Pownall and Christian Wiehenkamp
Tilburg University - Department of Finance and affiliation not provided to SSRN
Downloads 702 (51,634)
Citation 1

Abstract:

Loading...

Art Market, Credit Default Swaps, Risk Management

3.

Ambiguity and Reality

Swiss Finance Institute Research Paper No. 11-33, University of St.Gallen, School of Finance Research Paper No. 2014/18
Number of pages: 61 Posted: 30 Aug 2010 Last Revised: 27 Jan 2015
Fabio Trojani, Christian Wiehenkamp and Jan Wrampelmeyer
University of Geneva, affiliation not provided to SSRN and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 446 (90,930)
Citation 1

Abstract:

Loading...

Knightian Uncertainty, Model Risk, Ambiguity Aversion, Robust Econometrics, Portfolio Choice, Option Pricing

4.

A Global Liquidity Factor for Fixed Income Pricing

Number of pages: 36 Posted: 18 Dec 2008 Last Revised: 12 Aug 2009
Andreas Gintschel and Christian Wiehenkamp
JPMorgan and affiliation not provided to SSRN
Downloads 431 (94,577)
Citation 1

Abstract:

Loading...

Liquidity, Bond Market, Asset pricing, Factor Models

5.

Technical Note on Profit Sharing and Market-Consistent Embedded Value in German Life Insurance

Number of pages: 19 Posted: 22 Jun 2011 Last Revised: 02 Jul 2011
Christian Wiehenkamp
affiliation not provided to SSRN
Downloads 367 (113,731)

Abstract:

Loading...

life insurance, profit sharing, minimum guarantees, market-consistent embedded value

6.

Life Insurance and the Agency Conflict: An Analysis of Prudential Regulation to Guard Policyholders from Excessive Risk Taking

Number of pages: 47 Posted: 14 May 2010 Last Revised: 24 May 2010
Christian Wiehenkamp
affiliation not provided to SSRN
Downloads 202 (207,719)
Citation 1

Abstract:

Loading...

Solvency II, prudential regulation, agency conflict, market-consistent embedded value, life insurance valuation

7.

Internet Appendix for 'Ambiguity and Reality'

Number of pages: 38 Posted: 17 Feb 2013 Last Revised: 04 Dec 2014
Fabio Trojani, Christian Wiehenkamp and Jan Wrampelmeyer
University of Geneva, affiliation not provided to SSRN and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 70 (443,238)

Abstract:

Loading...

Knightian Uncertainty, Model Risk, Ambiguity Aversion, Robust Econometrics, Portfolio Choice, Option Pricing