SGF Conference 2024,
2024 Annual Meeting of the Swiss Society for Financial Market Research

April 5, 2024

JavaScript is Disabled
Your browser's JavaScript functionality is disabled. It has to be enabled to use this function of ConfTool.
Here you can find information on how to enable JavaScript
If you have any problems, please contact the organizers at sgf-conference@fmpm.ch.

Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview

Session

B4: Derivatives

Time:

Friday, 05/Apr/2024:

4:20pm - 5:30pm

Session Chair: Ole Wilms, Universität Hamburg

Location: Room "Link"

Presentations

The Equity Derivative Payoff Bias

Julian Terstegge¹, Guido Baltussen², Paul Whelan³

¹Copenhagen Business School; ²Erasmus University Rotterdam; ³Chinese University of Hong Kong

Discussant: Mathis Moerke (University of St.Gallen)

The Cumulant Risk Premium

Karamfil Todorov¹, Albert Kyle²

¹BIS (Bank for International Settlements); ²University of Maryland, Robert H. Smith School of Business

Discussant: Ole Wilms (Universität Hamburg)

Mobile View Print View

Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: SGF Conference 2024

Conference Software: ConfTool Pro 2.8.101+TC+CC
© 2001–2024 by Dr. H. Weinreich, Hamburg, Germany