Prof. Dr. Thorsten Lehnert
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| Faculté ou Centre | Faculté de Droit, d'Économie et de Finance | ||||||
| Department | Département Finance | ||||||
| Adresse postale |
Campus Kirchberg, Université du Luxembourg 6, rue Richard Coudenhove-Kalergi L-1359 Luxembourg |
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| Bureau sur le campus | F 210 | ||||||
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| Téléphone | (+352) 46 66 44 6941 | ||||||
Thorsten Lehnert is Professor of Finance at the Department of Finance of the University of Luxembourg. He received a PhD degree from the School of Economics and Business at Maastricht University and holds an economics degree from the University of Bonn. Before he joined the University of Luxembourg, he served as board member of the Maastricht Research School of Economics of Technology and Organizations and academic advisor to the Dutch Ministry of Finance. Professor Lehnert has published widely on financial risk management, international finance, as well as on Behavioural Finance in academic journals including Management Science, Plos One, Oxford Bulletin of Economics and Statistics, Journal of Empirical Finance and Journal of Derivatives. His research interests focus on investments, financial derivatives, risk management and investor psychology. His work has been featured in the Wall Street Journal, the New York Times, on CNBC, etc. and he has taught numerous Executive courses.
Last updated on: lundi 08 mars 2021
Last updated on: 08 mars 2021
Ouvrages collectifs publiés en tant qu'éditeur scientifique ou directeur
Alternative Investments, Special Issue of the Journal of Empirical Finance;
Book published by Elsevier (2017)
European Sovereign Debt Crisis, Special Issue of the Journal of Empirical Finance;
Book published by Elsevier (2016)
Articles publiés dans des périodiques scientifiques
Model Uncertainty and Pricing Performance in Option Valuation; ;
in The Journal of Derivatives (2020), 27(3), 31-49
Skewness Risk Premium: Theory and Empirical Evidence; ;
in International Review of Financial Analysis (2019), 63
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas;
in Dependence Modeling (2018), 6(1), 19-46
Does Oil and Gold Price Uncertainty matter for the Stock Market?; ; ;
in Journal of Empirical Finance (2017), 44(-), 270-285
The Search for Yield: Implications to Alternative Investments; ;
in Journal of Empirical Finance (2017), 44(-), 227-236
Volatility Measures and Value-at-Risk; ;
in International Journal of Forecasting (2017), 33(4), 848-863
The European Sovereign Debt Crisis: What Have We Learned?; ;
in Journal of Empirical Finance (2016), 38(-), 363-373
Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?; ;
in Journal of Derivatives (2016), 23(3), 22-35
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency; ; ; ;
in Journal of Empirical Finance (2015), 33
Market Perceptions of US and European Policy Actions around the Subprime Crisis; ;
in Journal of International Financial Markets, Institutions & Money (2015), 37
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps;
in Journal of Risk Finance (2014), 15(5),
Uncertainty avoidance, risk tolerance and corporate takeover decisions; ; ;
in Journal of Banking and Finance (2013), 37
TIPS, Inflation Expectations, and the Financial Crisis; ;
in Financial Analysts Journal (2010), 66(6), 27-39
Loss Functions in Option Valuation: A Framework for Model Selection; ;
in Management Science (2009), 55(5), 853-862
Contributions à des ouvrages collectifs
Islamic Banking and Economic Growth;
in Rafay, Abdul (Ed.) Handbook of Research on Theory and Practice of Global Islamic Finance (2020)
Contagion or Interdependence: Does the speed of the transmission of shocks matter?; ;
in Financial Contagion: The Viral Threat to the Wealth of Nations (2011)
Colloques et congrès scientifiques – Communication publiée dans un ouvrage
Aspirations, ORGANIZATIONAL PERFORMANCE AND RISKY DECISIONS;
in Advances in Business-Related Scientific Research (2012)
E-Prints/Working papers – diffusé en premier sur ORBilu
THIS TIME IS REALLY DIFFERENT: FLIGHT-TO-SAFETY AND THE COVID-19 CRISIS; ;
E-print/Working paper (2020)
Is Risk-Neutral Skewness an Indicator of Jump Risk? Evidence from Tail Risk-Taking of Hedge FundsE-print/Working paper (2020)
Market Skewness Risk, Risk Aversion and the Cross-Section of Stock Returns; ;
E-print/Working paper (2018)
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Elliptical Copulas;
E-print/Working paper (2017)
The Impact of Uncertainty in the Oil and Gold Market on the Cross-Section; ; ;
E-print/Working paper (2015)
From Time Varying Risk-Aversion and Sentiment to Anomalies in Market; ;
E-print/Working paper (2015)
Stein’s Overeaction Puzzle: Option Anomaly or Perfectly Rational Behavior; ;
E-print/Working paper (2013)
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency; ; ; ;
E-print/Working paper (2012)
Market Perceptions of US and European Policy Actions Around the Subprime Crisis; ;
E-print/Working paper (2012)
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps; ;
E-print/Working paper (2011)
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps; ;
E-print/Working paper (2011)
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas;
E-print/Working paper (2011)
E-Prints/Working papers – diffusé en premier sur un site externe
Colloques et congrès scientifiques – Communication orale non publiée
Risk Aversion, Sentiment and the Cross-Section of Stock ReturnsScientific Conference (2017, August 23)
Does Oil and Gold Price Uncertainty matter for the Stock Market?Scientific Conference (2016, October 21)
Alternatives Investments Conference Monaco, Conference Organizer;
Scientific Conference (2016, June 02)
Does Oil and Gold Price Uncertainty matter for the Stock Market?Scientific Conference (2016, February 04)
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common CurrencyScientific Conference (2015)
The Impact of Oil and Gold Price Uncertainty on the Cross-Section of Stock ReturnsScientific Conference (2015)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyScientific Conference (2013, December)
Market Perceptions of US and European policy actions around the subprime crisisScientific Conference (2013, December)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyScientific Conference (2013, September)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyScientific Conference (2013, July)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyScientific Conference (2013, May)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyScientific Conference (2012)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyScientific Conference (2012)
Financial Stability, Bank Risk and Regulation in the Light of the Crisis, Conference OrganizerScientific Conference (2012)
The Relative Informational Efficiency of Stocks, Options and Credit Default SwapsScientific Conference (2012)
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps; ;
Scientific Conference (2011)
Présentations scientifiques dans des Universités ou centres de recherche
Housing bubble detection, bubble contagion and the systemic risk implications for EuropePresentation (2018, July)
Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common CurrencyPresentation (2013, November)
Articles grand public
