Search CORE

281 research outputs found

Scale-consistent Value-at-Risk.

Author: Lehnert Thorsten
Wolff Christian C.P.
Publication venue
Publication date
Field of study

Research Papers in Economics

Extreme events in financial risk management.

Author: Lehnert Thorsten
Publication venue
Publication date
Field of study

Research Papers in Economics

An evaluation framework for alternative VaR-models.

Author: Bams Dennis
Lehnert Thorsten
Wolff Christian C.P.
Publication venue
Publication date
Field of study

Research Papers in Economics

MUTUAL FUNDS, PRICE PRESSURE AND INDEX OPTIONS

Author: Lehnert Thorsten
Publication venue
Publication date: 12/07/2016
Field of study

Open Repository and Bibliography - Luxembourg

Feedback trading and index option prices

Author: Lehnert Thorsten
Publication venue
Publication date: 10/12/2016
Field of study

Open Repository and Bibliography - Luxembourg

Environmental Policy and Equity Prices

Author: Lehnert Thorsten
Publication venue
Publication date: 01/04/2023
Field of study

Open Repository and Bibliography - Luxembourg

Governance and Price Jumps

Author: Lehnert Thorsten
Publication venue
Publication date: 18/05/2017
Field of study

Open Repository and Bibliography - Luxembourg

Climate Risk and Price Jumps

Author: Lehnert Thorsten
Publication venue
Publication date: 01/10/2022
Field of study

Open Repository and Bibliography - Luxembourg

Risk Aversion, Sentiment and the Cross-Section of Stock Returns

Author: Lehnert Thorsten
Publication venue
Publication date: 23/08/2017
Field of study

Open Repository and Bibliography - Luxembourg

Environmental Policy and Equity Prices

Author: Lehnert Thorsten
Publication venue
Publication date: 15/06/2023
Field of study

Open Repository and Bibliography - Luxembourg

…

core

core