| Title | Author | Project | Link |
|---|---|---|---|
| Intermediary Asset Pricing with Heterogeneous Agents – A Simulation-Based Approach | Joachim Grammig, Alexander Reining, Jantje Sönksen |
||
| Deciphering Monetary Policy Shocks | Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling, Christian Wagner |
||
| Volatility Surfaces and Expected Option Returns | Philipp Höfler |
||
| Passive Investment Styles | Tom Ernst, Monika Gehde-Trapp, Holger-Kraft |
A11, A14 |
|
| Once a Trader, Always a Trader: The Role of Traders in Fund Management | Gjergji Cici, Philipp Schuster, Franziska Weishaupt |
||
| Expected Bond Liquidity | Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg |
||
| Following the Footprints: Towards a Taxonomy of the Factor Zoo | Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
||
| Portfolio Choice with ETFs | Tom Ernst, Holger Kraft und Claus Munk |
||
| Passive Investing and Market Quality | Philipp Höfler, Christian Schlag, Maik Schmeling |
||
| Option Trade Classification | Caroline Grauer, Philipp Schuster, Marliese Uhrig-Homburg |
||
| Anomalies and Optionability | Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
