Piotr Orłowski

Piotr Orłowski

HEC Montréal École de Gestion - Montréal / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5226908
École des hautes études commerciales de Montréal
person_outline Piotr Orłowski's MOST POPULAR ARTICLES
1-) Arbitrage free dispersion Swiss Finance Institute Research Paper, 2018
2-) Modeling conditional factor risk premia implied by index option returns The Journal of Finance 79 (3), 2289-2338, 2024
3-) On the nature of (jump) skewness risk premia Management Science 70 (2), 1154-1174, 2024
4-) High-frequency tail risk premium and stock return predictability Journal of Financial and Quantitative Analysis 59 (8), 3633-3670, 2024
5-) Informed options strategies before corporate events Journal of Financial Markets 63, 100766, 2023