The following pages link to Thorsten Lehnert (Q609832):
Displayed 5 items.
- Behavioral heterogeneity in the option market (Q609834) (← links)
- A note on Stein's overreaction puzzle (Q777932) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Loss Functions in Option Valuation: A Framework for Selection (Q3117827) (← links)
- Skewness Term-Structure Tests (Q4585687) (← links)