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Kräussl, Roman Vries, Casper G. de Félix, Luiz Koedijk, Kees Di Cesare, Antonio Pais, Amelia Viaene, Jean-Marie Slager, Alfred Felix, Luiz Li, Xiaoqi Zou, Liping Felix, Luiz F. F. Molchanov, Alexander Lu, Helen Molchanov, Alexander E. Kool, Clemens Ding, Haina van Oordt, Maarten R.C Gregory-Allen, Russell B. Bartz, Sherry van Oordt, Maarten R.C. Ergun, Lerby Oordt, Maarten van All co-authors stock economic short single options financial institutions kapitaleinkommen risk small risiko forecasts market selling events tails measures systemic equity optionsgeschäft price surprises time strongly individual probability optionspreistheorie agricultural implied volatility hedge factor forecasters money calls overweight cpt volatilität prognoseverfahren extreme lottery tickets value data sample index measure
Composed single stock capital income prospect theory option trading option pricing theory eu staaten eu countries stock options risk measures stock calls forecasting model volatility sentiment lottery tickets systemic risk probability events sentiment measure small probabilities individual systemic financial institutions overweighting small portfolio management investors overweight money single overweight small systemic risks behavioural finance share price risk measure portfolio selection sentiment tale tale tails options lottery measures autocorrelated autocorrelated hedge hedge fund fund returns short selling private information strongly time time varying risk neutral small probability financial crisis risk management cumulative prospect theory risk neutral densities call options monetary union price risk economic surprises asset classes macroeconomic forecasts european short short sale exchange rate fat tails extreme value value estimate bold forecasts sentiment factor paper investigates underestimate true short sellers institutions leverage securities trading implied volatility skew equity risk premium statistische verteilung statistical distribution financial market regulation exchange rate policy commodities extreme extreme price biases macroeconomic sale ban stock split risk short selling bans policy optimization fat tailed forecasters behave possess private rational bias pricing money index puts bias strongly
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Philip Stork Prof. Dr. Alternative spellings: Philip A. Stork Ph. A. Stork P. A. Stork
Profession Economist
Affiliations Vrije Universiteit Amsterdam Mees Pierson NV (Amsterdam) Erasmus Universiteit Rotterdam
Q3361221
Publishing years Series LSF research working paper series (7) Discussion paper / Tinbergen Institute (5) CFS working paper series (4) Revised version: Forthcoming, Quantitative Finance. This version: Tinbergen Institute Discussion Paper 17-002/IV (1) Bank of Italy Temi di Discussione (Working Paper) (1) DNB working paper (1) De Nederlandsche Bank Working Paper (1) Temi di discussione / Banca d'Italia (1) Discussion paper / Centre for Economic Policy Research (1) Tinbergen Institute research series (1) Research memorandum series / Tinbergen Instituut (1) Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam (1) International economics research paper (1) 
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