Current Working Papers


Prof. Dr. Olaf Korn


  • Quantile Risk Premiums
    Working Paper, Göttingen 2018 (with F. Brinkmann and J. Dörries)
  • Low-Beta Strategies
    Working Paper, Göttingen, 2018 (with L.-C. Kuntz)
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  • Stock Illiquidity, Option Prices, and Option Returns
    Working Paper, Göttingen, Karlsruhe, 2017 (with S. Kanne and M. Uhrig-Homburg)
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  • Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection
    Working Paper, Cologne, Göttingen, 2016 (with A. Kempf and F. Brinkmann)
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  • On Historical and Implied Risk Measures for Major Agricultural Commodity Markets
    Working Paper, Göttingen 2014 (with B. Brümmer, K. Schlüßler and T. J. Jaghdani)
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Dr. Alexander Merz


  • Board Size, Firm Type, and Stock Return Volatility
    Working Paper, Göttingen 2019 (with S. Trabert)
  • What really matters in CEO succession? Evidence from sudden CEO deaths
    Working Paper, Göttingen 2019 (with J-F. Weidemann)
  • Corporate Governance and the Volatility of Volatility
    Working Paper, Göttingen 2017 (with S. Trabert)



Julian Dörries, M.Sc.


  • Quantile Risk Premiums
    Working Paper, Göttingen 2018 (with F. Brinkmann and O. Korn)



Philipp Möller, M.Sc.




    Sebastian Trabert, M.Sc.


    • Board Size, Firm Type, and Stock Return Volatility
      Working Paper, Göttingen 2019 (with A. Merz)
      • Corporate Governance and the Volatility of Volatility
        Working Paper, Göttingen 2017 (with A. Merz)