Christian Schlag
Faculty of Economics and Business Administration
Frankfurt University
Germany
Biography
Prof. Dr. Christian Schlag,1997: Habilitation, TH Karlsruhe, Germany, Thesis: Bewertung von Fremdkapitaltiteln bei Ausfallrisiko 1994: Dr. rer. pol., TH Karlsruhe, Germany, Thesis: Bewertung derivativer Finanztitel in zeit- und zustandsdiskreten Modellen Academic / Professional Positions Since 1998: Professor, Goethe University Frankfurt, Germany Owen Graduate School of Management, Vanderbilt University, Nashville, USA Wharton School, University of Pensylvania, Philadelphia, USA University of Melbourne, Australia Macquarie University Sydney, Australia Universita degli Studi di Bergamo, Bergamo, Italy Universita degli Studi di Modena, Italy
Research Interest
Valuation of derivative securities . Empirical capital market research.
Publications
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Parsley, D. C., & Schlag, C. (2007). Measuring financial integration via idiosyncratic risk: what effects are we really picking up?. Journal of Money, Credit and Banking, 39(5), 1267-1273.
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Branger, N., & Schlag, C. (2004). Can tests based on option hedging errors correctly identify volatility risk premia?.
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Branger, N., Krautheim, E., Schlag, C., & Seeger, N. (2012). Hedging under model misspecification: All risk factors are equal, but some are more equal than others…. Journal of Futures Markets, 32(5), 397-430.
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Breuer, B., Branger, N., & Schlag, C. (2006). Discrete-time implementation of continuous-time portfolio strategies (No. 393). Society for Computational Economics.
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Branger, N., Breuer, B., & Schlag, C. (2010). Discrete-time implementation of continuous-time portfolio strategies. The European Journal of Finance, 16(2), 137-152.
