Titel | Autor | Projekt | Quelle |
---|---|---|---|
Passive Investment Styles | Tom Ernst, Monika Gehde-Trapp, Holger-Kraft |
||
Once a Trader, Always a Trader: The Role of Traders in Fund Management | Gjergji Cici, Philipp Schuster, Franziska Weishaupt |
||
Expected Bond Liquidity | Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg |
||
Volatility Surfaces and Expected Option Returns | Philipp Höfler |
||
Passive Investing and Market Quality | Philipp Höfler, Christian Schlag, Maik Schmeling |
A13 |
|
Portfolio Choice with ETFs | Tom Ernst, Holger Kraft, Claus Munk |
||
Deciphering Monetary Policy Shocks | Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling, Christian Wagner |
||
Option Trade Classification | Caroline Grauer, Philipp Schuster, Marliese Uhrig-Homburg |
||
Following the Footprints: Towards a Taxonomy of the Factor Zoo | Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
||
Anomalies and Optionability | Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
||
Intermediary Asset Pricing with Heterogeneous Agents – A Simulation-Based Approach | Joachim Grammig, Alexander Reining, Jantje Sönksen |
https://https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5114894 |
