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Lorenzo Schoenleber
Titolo
Citata da
Citata da
Anno
Expected correlation and future market returns
A Buss, L Schoenleber, G Vilkov
Available at SSRN 3114063, 2019
32*2019
Option-implied correlations, factor models, and market risk
A Buss, L Schönleber, G Vilkov
INSEAD Working Paper, 2016
232016
Investor Behavior under Prospect Theory: Evidence from Mutual Funds
J Guo, L Schoenleber
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3754814, 0
21*
Pandemic tail risk
M Breugem, R Corvino, R Marfè, L Schönleber
Journal of Banking & Finance, 107257, 2024
42024
Yield farming for liquidity provision
T Li, S Naik, A Papanicolaou, L Schoenleber
Available at SSRN 4422213, 2023
42023
Maneuvering and Investing in Yield Farms
T LI, S Naik, A Papanicolaou, L Schoenleber
Available at SSRN 4422213, 2023
22023
Correlations, Value Factor Returns, and Growth Options
L Schoenleber
Available at SSRN 3480606, 2019
12019
Expected correlation and future market returns: The sum of parts is more than the whole
A Buss, L Schönleber, G Vilkov
Presentation at the 2019 Conference on Derivatives and Volatility, Financial …, 2019
12019
Decentralized and Centralized Options Trading: A Risk Premia Perspective
A Andolfatto, S Naik, L Schoenleber
Available at SSRN, 2024
2024
Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools
T LI, S Naik, A Papanicolaou, L Schoenleber
Available at SSRN 4811111, 2024
2024
Factor Dispersions
D Gerchik, V Ruffo, L Schoenleber, G Vilkov
Available at SSRN, 2024
2024
Yield Farming for Liquidity Provision
TN Lı, S Naik, A Papanicolaou, L Schönleber
2023
DP12760 Expected Stock Returns and the Correlation Risk Premium
A Buss, L Schönleber, G Vilkov
2018
Investor Behavior Under Prospect Theory: Evidence from Mutual Funds
L Schoenleber, J Guo
Available at SSRN 4875521, 0
Current Topics in Asset Pricing with Option-Implied Data
L Schönleber
Dissertation, Frankfurt am Main, Frankfurt School of Finance & Management, 2020, 0
Expected Market Return, Correlation, and the Correlation Risk Premium
A Buss, L Schönleber, G Vilkov
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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