Tobias Sichert

Tobias Sichert

Stockholm School of Economics - Stockholm / Sweden
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5197378
Handelshögskolan i Stockholm
person_outline Tobias Sichert's MOST POPULAR ARTICLES
1-) The pricing kernel is u-shapedT SichertAvailable at SSRN 3095551, 201818*2018
2-) Volatility and the pricing kernelD Schreindorfer, T SichertSwedish House of Finance Research Paper, 202372023
3-) The shape of the pricing kernel and expected option returnsC Schlag, T SichertSwedish House of Finance Research Paper, 20-25, 202022020
4-) A Non-Linear Market ModelT SichertSwedish House of Finance Research Paper, 22-13, 20222022
5-) U-shaped Pricing Kernel, Volatility and Expected Option ReturnsTF SichertJohann Wolfgang Goethe-University Frankfurt am Main, 20202020