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"Implied Volatility Duration" accepted for publication in the JFE
"IVD and the ERP" wins Best Paper Award
"Up- and Downside Variance Risk Premia in Global Equity Markets" accepted for publication
"Vol-of-vol" accepted for publication in the JFQA
Asset Pricing Paper accepted for publication
Derivatives 2 exam
Does Ambiguity about Volatility Matter Empirically?
God does not play dice with the universe...
New research on investors' preferences regarding the timing of uncertainty resolution
New research paper on the value premium online
New title and content for elephants
New version of Elephant paper online
New version of Elephants paper online
New version of our "Ambiguity about Volatility" paper online
New version of paper on the early resolution premium online
New versions of "Up- and Down"- and "Predictability"-papers online
New Working Paper online: Predictability and the Cross-Section of Expected Returns in Models with Long-Run Risks
Open PhD position
Paper about intertemporal substitution accepted for publication
Teaching award for AEAP
The price impact of Asian elephants
Research
Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment
Does Ambiguity about Volatility Matter Empirically?
GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests
High Order Smooth Ambiguity Preferences and Asset Prices
Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
Intertemporal Substitution in Consumption: A Literature Review
Jumps and the Correlation Risk Premium: Evidence from Equity Options
Non-substitutable Consumption Growth Risk
Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
Up- and Downside Variance Risk Premia in Global Equity Markets
Volatility-of-Volatility Risk
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