Volker Flögel, Christian Schlag, Claudia Zunft | Momentum-Managed Equity Factors Journal of Banking and Finance |
Financial Markets
| 2023 |
Nicole Branger, Paulo Rodrigues, Christian Schlag | Level and Slope of Volatility Smiles in Long-Run Risk Models Journal of Economic Dynamics and Control |
Financial Markets,
Systemic Risk Lab
| 2018 |
Alessandro Pollastri, Paulo Rodrigues, Christian Schlag, Norman Seeger | A Jumping Index of Jumping Stocks? An MCMC Analysis of Continuous-Time Models for Individual Stocks Journal of Empirical Finance |
Financial Markets
| 2023 |
Mariano Massimiliano Croce, Tatyana Marchuk, Christian Schlag | The Leading Premium Review of Financial Studies |
Financial Markets
| 2023 |
Ilya Dergunov, Christoph Meinerding, Christian Schlag | Extreme Inflation and Time-Varying Expected Consumption Growth Management Science |
Financial Markets
| 2023 |
Christian Schlag, Kailin Zeng | Horizontal Industry Relationships and Return Predictability Journal of Empirical Finance |
Financial Markets
| 2019 |
Christian Schlag, Julian Thimme, Rüdiger Weber | Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution Journal of Financial Economics |
Financial Markets
| 2021 |
Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme | Volatility-of-Volatility Risk Journal of Financial and Quantitative Analysis |
Financial Markets
| 2019 |
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag | Equilibrium Asset Pricing in Directed Networks Review of Finance |
Financial Markets,
Systemic Risk Lab
| 2021 |
Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag | Temperature Shocks and Welfare Costs Journal of Economic Dynamics and Control |
Financial Markets
| 2017 |
Nicole Branger, Patrick Konermann, Christian Schlag | Optimists and Pessimists in (In)Complete Markets Journal of Financial and Quantitative Analysis |
Financial Markets
| 2020 |
Nicole Branger, Christian Schlag, Lue Wu | "Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors Journal of Economic Dynamics and Control |
Financial Markets
| 2015 |
Christian Schlag, Michael Semenischev, Julian Thimme | Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models Management Science |
Financial Markets
| 2021 |
Hengjie Ai, Jun E. Li, Kai Li, Christian Schlag | The Collateralizability Premium Review of Financial Studies |
Financial Markets
| 2020 |