Working papers

All working papers can be downloaded from SSRN

• Portfolio Choice with ETFs (with Tom Ernst und Claus Munk), 2024.

• How well do women sell? New Evidence for Non-Professionals (with Carina Fleischer und Farina Weiss), 2024.

• Consumption and wage humps in a life-cycle model with education (with Claus Munk, Frank Seifried, and Mogens Steffensen), 2015.

• Systematic risk in the financial sector: What can we learn from option markets? (with Alexander Schmidt), 2014.

• Asset pricing under uncertainty about shock propagation (with Nicole Branger, Patrick Grüning, Christoph Meinerding, and Christian Schlag), 2013.

• Pricing of firm specific jump risk (with Marius Ascheberg and Yildiray Yildirim), 2012.

• Default and idiosyncratic risk anomalies revisited (with Björn Bick, Christian Hirsch, and Yildiray Yildirim), 2011.

• Reconciling smiles for index and stock options (with Nicole Branger, Antje Mahayni, and Christian Schlag), 2008