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Lorenzo Schoenleber
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Cited by
Year
Expected correlation and future market returns
A Buss, L Schönleber, G Vilkov
Available at SSRN 3114063, 2019
30*2019
Option-implied correlations, factor models, and market risk
A Buss, L Schönleber, G Vilkov
INSEAD Working Paper, 2016
232016
Investor Behavior under Prospect Theory: Evidence from Mutual Funds
J Guo, L Schoenleber
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3754814, 0
16*
Pandemic tail risk
M Breugem, R Corvino, R Marfe, L Schoenleber
Available at SSRN 3741292, 2020
32020
Maneuvering and Investing in Yield Farms
T LI, S Naik, A Papanicolaou, L Schoenleber
Available at SSRN 4422213, 2023
22023
Yield Farming for Liquidity Provision
T Li, S Naik, A Papanicolaou, L Schoenleber
Yield Farming for Liquidity Provision: LI, Thomas| uNaik, Siddharth …, 2023
12023
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
12019
Yield Farming for Liquidity Provision
TN Lı, S Naik, A Papanicolaou, L Schönleber
2023
Pandemic Tail Risk (preprint)
M Breugem, R Corvino, R Marfè, L Schoenleber
2020
Correlations, Value Factor Returns, and Growth Options
L Schoenleber
Available at SSRN 3480606, 2019
2019
DP12760 Expected Stock Returns and the Correlation Risk Premium
A Buss, L Schönleber, G Vilkov
2018
Expected Market Return, Correlation, and the Correlation Risk Premium
A Buss, L Schönleber, G Vilkov
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Articles 1–12