Arbitrage free dispersion P Orłowski, A Sali, F Trojani Swiss Finance Institute Research Paper, 2018 | 16 | 2018 |
On the nature of (jump) skewness risk premia P Orłowski, P Schneider, F Trojani Swiss Finance Institute Research Paper, 2022 | 10* | 2022 |
Modeling conditional factor risk premia implied by index option returns M Fournier, K Jacobs, P Orłowski The Journal of Finance 79 (3), 2289-2338, 2024 | 6 | 2024 |
High-frequency tail risk premium and stock return predictability C Almeida, K Ardison, G Freire, R Garcia, P Orłowski Journal of Financial and Quantitative Analysis, 1-57, 2022 | 5* | 2022 |
Benchmark currency stochastic discount factors P Orłowski, V Sokolovski, E Sverdrup Available at SSRN 3945075, 2021 | 3 | 2021 |
Informed options strategies before corporate events P Augustin, M Brenner, G Grass, P Orłowski, MG Subrahmanyam Journal of Financial Markets 63, 100766, 2023 | 1 | 2023 |
Informative option portfolios in filter design for option pricing models P Orłowski Quantitative Finance 21 (6), 945-965, 2021 | 1 | 2021 |
SDF Bounds P Orłowski, A Tahbaz-Salehi, F Trojani, A Vedolin | | 2023 |