Christian Schlag

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9967-7916

Goethe University Frankfurt and Leibniz Institute for Financial Research SAFE, 60323 Frankfurt, Germany

Publications

• Nonsubstitutable Consumption Growth Risk — Management Science 2025
• Extreme Inflation and Time-Varying Expected Consumption Growth — Management Science 2023
• The Leading Premium — The Review of Financial Studies 2023
• Equilibrium Asset Pricing in Directed Networks — Review of Finance 2021
• Implied volatility duration: A measure for the timing of uncertainty resolution — Journal of Financial Economics 2021
• The Collateralizability Premium — The Review of Financial Studies 2020
• Optimists and Pessimists in (In)Complete Markets — Journal of Financial and Quantitative Analysis 2020
• Volatility-of-Volatility Risk — Journal of Financial and Quantitative Analysis 2019
• Pricing Two Heterogeneous Trees — Journal of Financial and Quantitative Analysis 2011
• Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? — Journal of Financial and Quantitative Analysis 2008
• Why is the Index Smile So Steep? — Review of Finance 2004