Edit Profile Lehnert, Thorsten Compute Distance To: Compute Author ID: lehnert.thorsten Published as: Lehnert, Thorsten Documents Indexed: 5 Publications since 2009 all top 5 Co-Authors 0 single-authored 2 Lin, Yuehao 1 Bams, Dennis 1 Frijns, Bart 1 Jin, Xisong 1 Wolff, Christian C. P. 1 Zwinkels, Remco C. J. Serials 1 Management Science 1 Journal of Economic Dynamics & Control 1 Applied Mathematical Finance 1 Decisions in Economics and Finance 1 Dependence Modeling Fields 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year Citations contained in zbMATH 3 Publications have been cited 10 times in 10 Documents Cited by ▼ Year ▼ Behavioral heterogeneity in the option market. Zbl 1201.91193Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. 7 2010 Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas. Zbl 1392.62311Jin, Xisong; Lehnert, Thorsten 2 2018 Loss functions in option valuation: a framework for selection. Zbl 1232.91642Bams, Dennis; Lehnert, Thorsten; Wolff, Christian C. P. 1 2009 Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas. Zbl 1392.62311Jin, Xisong; Lehnert, Thorsten 2 2018 Behavioral heterogeneity in the option market. Zbl 1201.91193Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. 7 2010 Loss functions in option valuation: a framework for selection. Zbl 1232.91642Bams, Dennis; Lehnert, Thorsten; Wolff, Christian C. P. 1 2009 all top 5 Cited by 19 Authors 2 Barunik, Jozef 2 Hommes, Cars H. 2 Kukacka, Jiri 1 Bruneau, Catherine 1 Chen, Gemai 1 Chong, Terence Tai-Leung 1 Flageollet, Alexis 1 Frijns, Bart 1 in ’t Veld, Daan 1 Li, Mengling 1 Lof, Matthijs 1 Näf, Jeffrey 1 Paolella, Marc S. 1 Peng, Zhun 1 Polak, Paweł 1 Yuan, Zhushun 1 Zhang, Yang 1 Zheng, Huanhuan 1 Zwinkels, Remco C. J. Cited in 5 Serials 6 Journal of Economic Dynamics & Control 1 Physica A 1 Journal of Multivariate Analysis 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annals of Operations Research Cited in 4 Fields 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) Citations by Year