Equilibrium Asset Pricing in Directed Networks N Branger, P Konermann, C Meinerding, C Schlag | 17* | 2017 |
Optimists and pessimists in (in) complete markets N Branger, P Konermann, C Schlag Journal of Financial and Quantitative Analysis 55 (8), 2466-2499, 2020 | 7 | 2020 |
Optimists, Pessimists, and the Stock Market: The Role of Preferences, Dynamics, and Market (In) Completeness N Branger, P Konermann, C Schlag | 5* | 2017 |
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations P Konermann, C Meinerding, O Sedova Review of Financial Economics 22 (1), 36-46, 2013 | 5 | 2013 |
Returns on cyclical and defensive stocks in times of scarce information about the business cycle N Branger, P Konermann, J Thimme Available at SSRN 2082488, 2013 | 3 | 2013 |
Asset Pricing with a CEO P Ehling, A Graniero, P Konermann Available at SSRN 3674022, 2020 | 1 | 2020 |
Why Do Firms Disagree with Short Sellers? Managerial Myopia versus Private Information Leonce Bargeron and Alice Bonaime Optimists and Pessimists in (In) Complete Markets N Branger, P Konermann, C Schlag, C Lin, L Wei, W Xie, A Sheen, ... | | 2020 |
Equilibrium asset pricing in networks with mutually exciting jumps N Branger, P Konermann, C Meinerding, C Schlag Univ.-Bibliothek Frankfurt am Main, 2014 | | 2014 |
Asset Pricing: The Impact of Heterogeneous Investors and Heterogeneous Assets P Konermann | | 2014 |
Deutsche Bundesbank No 37/2018 N Branger, P Konermann, CMC Schlag | | |
Equilibrium Asset Pricing in Directed Networks with Mutually Exciting Jumps N Branger, P Konermann, C Meinerding, C Schlag | | |