Piotr Orłowski

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

ORCID: 0000-0001-8899-5089

HEC Montréal

Publications

• High-Frequency Tail Risk Premium and Stock Return Predictability — Journal of Financial and Quantitative Analysis 2024
• Modeling Conditional Factor Risk Premia Implied by Index Option Returns — The Journal of Finance 2024
• On the Nature of (Jump) Skewness Risk Premia — Management Science 2024