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Thorsten Lehnert
Thorsten Lehnert
Professor of Finance, Luxembourg School of Finance
Email verificata su uni.lu
Titolo
Citata da
Citata da
Anno
Uncertainty avoidance, risk tolerance and corporate takeover decisions
B Frijns, A Gilbert, T Lehnert, A Tourani-Rad
Journal of Banking & Finance 37 (7), 2457-2471, 2013
2332013
On the determinants of portfolio choice
B Frijns, E Koellen, T Lehnert
Journal of Economic Behavior & Organization 66 (2), 373-386, 2008
1432008
An evaluation framework for alternative VaR-models
D Bams, T Lehnert, CCP Wolff
Journal of International Money and Finance 24 (6), 944-958, 2005
1052005
Is there a bubble in the art market?
R Krussl, T Lehnert, N Martelin
Journal of Empirical Finance 35, 99-109, 2016
972016
Behavioral heterogeneity in the option market
B Frijns, T Lehnert, RCJ Zwinkels
Journal of Economic Dynamics and Control 34 (11), 2273-2287, 2010
962010
Does oil and gold price uncertainty matter for the stock market?
D Bams, G Blanchard, I Honarvar, T Lehnert
Journal of Empirical Finance 44, 270-285, 2017
862017
Investor sentiment, mutual fund flows and its impact on returns and volatility
R Beaumont, M van Daele, B Frijns, T Lehnert, A Muller
Managerial Finance 34 (11), 772-785, 2008
622008
Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness
T Lehnert
The Journal of Derivatives 10 (3), 27-39, 2003
612003
Measuring financial contagion using time‐aligned data: the importance of the speed of transmission of shocks
S Kleimeier, T Lehnert, WFC Verschoor
Oxford Bulletin of Economics and Statistics 70 (4), 493-508, 2008
442008
Volatility measures and Value-at-Risk
D Bams, G Blanchard, T Lehnert
International Journal of Forecasting 33 (4), 848-863, 2017
432017
The European sovereign debt crisis: What have we learned?
R Krussl, T Lehnert, D Stefanova
Journal of Empirical Finance 38, 363-373, 2016
402016
Loss functions in option valuation: A framework for selection
D Bams, T Lehnert, CCP Wolff
Management Science 55 (5), 853-862, 2009
352009
The search for yield: implications to alternative investments
R Krussl, T Lehnert, K Rinne
Journal of Empirical Finance 44, 227-236, 2017
322017
On the relationship between credit rating announcements and credit default swap spreads for European reference entities
T Lehnert, F Neske
302006
Skewness risk premium: Theory and empirical evidence
Y Lin, T Lehnert, C Wolff
International Review of Financial Analysis 63, 174-185, 2019
282019
On style momentum strategies
F Aarts, T Lehnert
Applied Economics Letters 12 (13), 795-799, 2005
272005
On style momentum strategies
F Aarts, T Lehnert
Applied Economics Letters 12 (13), 795-799, 2005
272005
Option-based compensation: a survey
R Muurling, T Lehnert
The International Journal of Accounting 39 (4), 365-401, 2004
272004
TIPS, inflation expectations, and the financial crisis
A Andonov, F Bardong, T Lehnert
Financial Analysts Journal 66 (6), 27-39, 2010
252010
TIPS, inflation expectations, and the financial crisis
A Andonov, F Bardong, T Lehnert
Financial Analysts Journal 66 (6), 27-39, 2010
252010
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20