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Thorsten Lehnert
Thorsten Lehnert
Professor of Finance, Luxembourg School of Finance
Verified email at uni.lu
Title
Cited by
Cited by
Year
Uncertainty avoidance, risk tolerance and corporate takeover decisions
B Frijns, A Gilbert, T Lehnert, A Tourani-Rad
Journal of Banking & Finance 37 (7), 2457-2471, 2013
2322013
On the determinants of portfolio choice
B Frijns, E Koellen, T Lehnert
Journal of Economic Behavior & Organization 66 (2), 373-386, 2008
1482008
An evaluation framework for alternative VaR-models
D Bams, T Lehnert, CCP Wolff
Journal of International Money and Finance 24 (6), 944-958, 2005
1052005
Is there a bubble in the art market?
R Kräussl, T Lehnert, N Martelin
Journal of Empirical Finance 35, 99-109, 2016
992016
Behavioral heterogeneity in the option market
B Frijns, T Lehnert, RCJ Zwinkels
Journal of Economic Dynamics and Control 34 (11), 2273-2287, 2010
952010
Does oil and gold price uncertainty matter for the stock market?
D Bams, G Blanchard, I Honarvar, T Lehnert
Journal of Empirical Finance 44, 270-285, 2017
902017
Investor sentiment, mutual fund flows and its impact on returns and volatility
R Beaumont, M van Daele, B Frijns, T Lehnert, A Muller
Managerial Finance 34 (11), 772-785, 2008
642008
Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness
T Lehnert
Journal of Derivatives 10 (3), 27-27, 2003
552003
Volatility measures and Value-at-Risk
D Bams, G Blanchard, T Lehnert
International Journal of Forecasting 33 (4), 848-863, 2017
422017
The European sovereign debt crisis: What have we learned?
R Kräussl, T Lehnert, D Stefanova
Journal of Empirical Finance 38, 363-373, 2016
422016
Measuring financial contagion using time‐aligned data: the importance of the speed of transmission of shocks
S Kleimeier, T Lehnert, WFC Verschoor
Oxford Bulletin of Economics and Statistics 70 (4), 493-508, 2008
412008
Loss functions in option valuation: A framework for selection
D Bams, T Lehnert, CCP Wolff
Management Science 55 (5), 853-862, 2009
352009
The search for yield: Implications to alternative investments
R Kräussl, T Lehnert, K Rinne
Journal of Empirical Finance 44, 227-236, 2017
322017
On the relationship between credit rating announcements and credit default swap spreads for European reference entities
T Lehnert, F Neske
302006
Skewness risk premium: Theory and empirical evidence
Y Lin, T Lehnert, C Wolff
International Review of Financial Analysis 63, 174-185, 2019
292019
Option-based compensation: a survey
R Muurling, T Lehnert
The International Journal of Accounting 39 (4), 365-401, 2004
282004
On style momentum strategies
F Aarts, T Lehnert
Applied Economics Letters 12 (13), 795-799, 2005
272005
On style momentum strategies
F Aarts, T Lehnert
Applied Economics Letters 12 (13), 795-799, 2005
272005
TIPS, inflation expectations, and the financial crisis
A Andonov, F Bardong, T Lehnert
Financial Analysts Journal 66 (6), 27-39, 2010
262010
TIPS, inflation expectations, and the financial crisis
A Andonov, F Bardong, T Lehnert
Financial Analysts Journal 66 (6), 27-39, 2010
262010
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