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Publications by Christian Schlag

'Nobody Is Perfect': Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors

SSRN Electronic Journal

English

Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?

Journal of Financial and Quantitative Analysis

English

Related publications

Portfolio Rebalancing and Asset Pricing With Heterogeneous Inattention

SSRN Electronic Journal

English

Do Heterogeneous Beliefs Matter for Asset Pricing?

Review of Financial Studies

English

Consensus Consumer and Intertemporal Asset Pricing With Heterogeneous Beliefs

Review of Economic Studies

English

Equilibrium Asset Pricing and Portfolio Choice With Heterogeneous Preferences

SSRN Electronic Journal

English

A Theory of Asset Pricing Based on Heterogeneous Information

English

Asset Pricing With Heterogeneous Consumers and Limited Participation: Empirical Evidence

Journal of Political Economy

English

Asset Pricing With Heterogeneous Consumers and Limited Participation: Empirical Evidence

SSRN Electronic Journal

English

Volatility in Asset Prices and Long-Run Wealth Effect Estimates

Economic Modelling

English

Option Pricing When Changes of the Underlying Asset Prices Are Restricted

Journal of Mathematical Finance

English