Expected correlation and future market returns A Buss, L Schoenleber, G Vilkov Available at SSRN 3114063, 2019 | 33* | 2019 |
Option-implied correlations, factor models, and market risk A Buss, L Schönleber, G Vilkov INSEAD Working Paper, 2016 | 23 | 2016 |
Investor Behavior under Prospect Theory: Evidence from Mutual Funds J Guo, L Schoenleber https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3754814, 0 | 23* | |
Pandemic tail risk M Breugem, R Corvino, R Marfè, L Schönleber Journal of Banking & Finance 167, 107257, 2024 | 5 | 2024 |
Yield farming for liquidity provision T Li, S Naik, A Papanicolaou, L Schoenleber Available at SSRN 4422213, 2023 | 4 | 2023 |
Yield Farming for Liquidity Provision TN Lı, S Naik, A Papanicolaou, L Schönleber | 3 | 2023 |
Maneuvering and Investing in Yield Farms T LI, S Naik, A Papanicolaou, L Schoenleber Available at SSRN 4422213, 2023 | 2 | 2023 |
Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools T LI, S Naik, A Papanicolaou, L Schoenleber Available at SSRN 4811111, 2024 | 1 | 2024 |
Correlations, Value Factor Returns, and Growth Options L Schoenleber Available at SSRN 3480606, 2019 | 1 | 2019 |
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 | 1 | 2019 |
Decentralized and Centralized Options Trading: A Risk Premia Perspective A Andolfatto, S Naik, L Schoenleber Available at SSRN, 2024 | | 2024 |
Factor Dispersions D Gerchik, V Ruffo, L Schoenleber, G Vilkov Available at SSRN, 2024 | | 2024 |
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 | | |