Thorsten Lehnert
Thorsten Lehnert
Professor of Finance, Luxembourg School of Finance
Geverifieerd e-mailadres voor uni.lu
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Uncertainty avoidance, risk tolerance and corporate takeover decisions
B Frijns, A Gilbert, T Lehnert, A Tourani-Rad
Journal of Banking & Finance 37 (7), 2457-2471, 2013
1502013
On the determinants of portfolio choice
B Frijns, E Koellen, T Lehnert
Journal of Economic Behavior & Organization 66 (2), 373-386, 2008
1122008
An evaluation framework for alternative VaR-models
D Bams, T Lehnert, CCP Wolff
Journal of International Money and Finance 24 (6), 944-958, 2005
1022005
Behavioral heterogeneity in the option market
B Frijns, T Lehnert, RCJ Zwinkels
Journal of Economic Dynamics and Control 34 (11), 2273-2287, 2010
882010
Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness
T Lehnert
The Journal of Derivatives 10 (3), 27-39, 2003
572003
Is there a bubble in the art market?
R Kräussl, T Lehnert, N Martelin
Journal of Empirical Finance 35, 99-109, 2016
552016
Investor sentiment, mutual fund flows and its impact on returns and volatility
R Beaumont, M van Daele, B Frijns, T Lehnert, A Muller
Managerial Finance, 2008
492008
Does oil and gold price uncertainty matter for the stock market?
D Bams, G Blanchard, I Honarvar, T Lehnert
Journal of Empirical Finance 44, 270-285, 2017
452017
Measuring financial contagion using time‐aligned data: the importance of the speed of transmission of shocks
S Kleimeier, T Lehnert, WFC Verschoor
Oxford Bulletin of Economics and Statistics 70 (4), 493-508, 2008
372008
Loss functions in option valuation: a framework for selection
D Bams, T Lehnert, CCP Wolff
Management Science 55 (5), 853-862, 2009
342009
The European sovereign debt crisis: What have we learned?
R Kräussl, T Lehnert, D Stefanova
Journal of Empirical Finance 38, 363-373, 2016
262016
On the relationship between credit rating announcements and credit default swap spreads for European reference entities
T Lehnert, F Neske
252006
Option-based compensation: a survey
R Muurling, T Lehnert
The International Journal of Accounting 39 (4), 365-401, 2004
252004
Contagion versus interdependence: A re-examination of Asian-crisis stock market comovements
S Kleimeier, T Lehnert, WFC Verschoor
Available at SSRN 424524, 2003
232003
Contagion versus interdependence: A re-examination of Asian-crisis stock market comovements
S Kleimeier, T Lehnert, WFC Verschoor
Available at SSRN 424524, 2003
232003
On style momentum strategies
F Aarts, T Lehnert
Applied Economics Letters 12 (13), 795-799, 2005
222005
On style momentum strategies
F Aarts, T Lehnert
Applied Economics Letters 12 (13), 795-799, 2005
222005
TIPS, inflation expectations, and the financial crisis
A Andonov, F Bardong, T Lehnert
Financial Analysts Journal 66 (6), 27-39, 2010
212010
TIPS, inflation expectations, and the financial crisis
A Andonov, F Bardong, T Lehnert
Financial Analysts Journal 66 (6), 27-39, 2010
212010
On individual and institutional noise trading
R Beaumont, M Van Daele, B Frijns, T Lehnert
Recuperado de: http://www. fep. up. pt/conferencias/pfn2006/Conference …, 2005
202005
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Artikelen 1–20