Sebastian Schroen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle
Review of Derivatives Research
2024-06-04Paper
Option-implied lottery demand and IPO returns
Journal of Economic Dynamics and Control
2022-05-16Paper


Research outcomes over time


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