2018

 

Aufsatz (Zeitschrift)

Branger, N., Rodrigues, P., & Schlag, C. (2018). The Role of Volatility Shocks and Rare Events in Long-Run Risk Models. Journal of Economic Dynamics and Control, 86, 95–122.
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Hülsbusch, H., & Kraftschik, A. (2018). Consistency between S&P500 and VIX derivatives: Insights from model‐free VIX futures pricing. The Journal of Futures Markets, 38(8), 977–995.
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Kruse, T., Schneider, J., & Schweizer, N. (2018). The joint impact of F -divergences and reference models on the contents of uncertainty sets. Operations Research, forthcoming. (Accepted)
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Nolte, S., & Schneider, J. (2018). How price paths characteristics shape investment behavior. Journal of Economic Behavior and Organisation, forthcoming. (Accepted)
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Siqueira, A. C. O., Guenster, N., Vanacker, T., & Crucke, S. (2018). A longitudinal comparison of capital structure between young for-profit social and commercial enterprises. Journal of Business Venturing, Voll. 33(Iss. 2,), 225–240.
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Buchbeitrag (Sammel-, Herausgeberband)

Koegst, J., & Guenter, N. (2018). Environmental responsiblitiy and firm value. In Spapens, T., White, R., van Uhm, d., & Huisman, W. (Eds.), Green Crimes and Dirty Money (pp. 113–128). www.routledge.com/Green-Criminology/book-seriens/GreenCrim. Abingdon UK, New York, USA: Routledge.
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