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Branger, Nicole Meinerding, Christoph Branger, Nicole Thimme, Julian Konermann, Patrick Rodrigues, Paulo Jorge Maurício Marchuk, Tatyana Grammig, Joachim Dergunov, Ilya Croce, Mariano M. All co-authors model market asset index stocks pricing price growth models stock
Composed volatility volatility long run capital income share price volatility risk option pricing theory time varying consumption growth equilibrium asset risk premium cross section expected consumption cross sectional risk premia continuous time cash flow general equilibrium pricing model portfolio management portfolio selection time models asset pricing market price monte carlo simulation stochastischer prozess
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Christian Schlag Prof. Dr. Alternative spellings: C. Schlag B: 1963 Biblio: Prof. am Lehrstuhl für Derivate und Financial Engineering
Profession Economist
Affiliations Research Center SAFE Goethe-Universität Frankfurt am Main. Fachbereich Wirtschaftswissenschaften Universität Karlsruhe. Institut für Entscheidungstheorie und Unternehmensforschung
Q130765346
Publishing years Series SAFE working paper (20) CFS working paper series (7) SAFE Working Paper (4) Deutsche Bundesbank Discussion Paper (3) Discussion paper (3) Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften (3) Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften (3) Springer eBook Collection / Business and Economics (2) BBSR-Analysen kompakt (1) CORE discussion paper : DP (1) Discussion paper / Centre for Economic Policy Research (1) Working paper series (1) SAFE white paper (1) Netspar academic series (1) Working papers (1) Working paper / National Bureau of Economic Research, Inc. (1) University Ca' Foscari of Venice, Dept. of Economics Research Paper Series (1) NBER Working Paper (1) University of Tübingen working papers in business and economics (1) Beiträge zur betriebswirtschaftlichen Forschung (1) 
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