Profil

LEHNERT Thorsten

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

ORCID
0000-0002-0470-0851
Main Referenced Co-authors
KRÄUSSL, Roman  (17)
Bams, Dennis (9)
WOLFF, Christian  (9)
BEKKOUR, Lamia  (8)
Frijns, Bart (8)
Main Referenced Keywords
: Structural Credit Risk Models, GARCH, Risk Management, Merton Model, Heston-Nandi Model, Macroprudential Policy (1); Aspirations (1); contagion (1); Data Filtering Rules, Sample Selection, Sample Composition, Option Pricing, Out-of-Sample Pricing, Loss Function (1); Financial Decision Making (1);
Main Referenced Disciplines
Finance (164)

Publications (total 164)

The most downloaded
972 downloads
Kräussl, R., Lehnert, T., & Martelin, N. (2014). Is there a Bubble in the Art Market? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18519. https://hdl.handle.net/10993/18519

The most cited

117 citations (OpenCitations)

Frijns, B., Gilbert, A., Tourani Rad, A. R., & Lehnert, T. (July 2013). Uncertainty avoidance, risk tolerance and corporate takeover decisions. Journal of Banking and Finance, 37, 2457-2471. doi:10.1016/j.jbankfin.2013.02.010 https://hdl.handle.net/10993/14464

The most significant

LEHNERT, T. (Ed.). (2023). Risk Management and Sustainability in an Era of Pandemic and Climate Change. The Journal of Credit Risk - Special Issue-.
Peer reviewed

LEHNERT, T., & Carlos A. Ramírez (Eds.). (December 2023). Risk Management and Sustainability in an Era of Pandemic and Climate Change. Journal of Credit Risk, 19 (4).
Peer Reviewed verified by ORBi


Lehnert, T. (2024). Range-based Volatility Timing. Journal of Portfolio Management. doi:10.3905/jpm.2023.1.569
Peer Reviewed verified by ORBi

LEHNERT, T. (Ed.). (2023). Risk Management and Sustainability in an Era of Pandemic and Climate Change. The Journal of Credit Risk - Special Issue-.
Peer reviewed

LEHNERT, T., & Carlos A. Ramírez (Eds.). (December 2023). Risk Management and Sustainability in an Era of Pandemic and Climate Change. Journal of Credit Risk, 19 (4).
Peer Reviewed verified by ORBi

LEHNERT, T. (October 2023). Environmental Policy and Equity Prices [Paper presentation]. 64th Annual Conference - Italian Economic Association.
Peer reviewed

Lehnert, T. (2023). Environmental Policy and Equity Prices. PLoS ONE.
Peer Reviewed verified by ORBi

LEHNERT, T. (July 2023). Environmental Policy and Equity Prices [Paper presentation]. 30th Finance Forum.
Peer reviewed

Lehnert, T. (15 June 2023). Environmental Policy and Equity Prices [Paper presentation]. 24th Conference on International Economics.

Lehnert, T. (April 2023). Environmental Policy and Equity Prices [Paper presentation]. Research Seminar University of Rome III, Rome, Italy.

Lehnert, T. (January 2023). Uncertainty-Managed Portfolios [Paper presentation]. Research Seminar LUISS, Rome, Italy.

Lehnert, T. (2023). The Green Stock Market Bubble. Circular Economy and Sustainability. doi:10.1007/s43615-022-00223-4
Peer reviewed

Lehnert, T. (December 2022). Corporate Managers, Price Noise and the Investment Factor. Financial Innovation, 8 (61). doi:10.1186/s40854-022-00365-2
Peer Reviewed verified by ORBi

Lehnert, T. (November 2022). Betting Against Noisy Beta. Journal of Finance and Data Science, 8 (-), 55-68. doi:10.1016/j.jfds.2022.04.001
Peer Reviewed verified by ORBi

Lehnert, T. (October 2022). Climate Risk and Price Jumps [Paper presentation]. 63rd Annual Conference - Italian Economic Association.

Lehnert, T. (05 July 2022). Climate Risk and Price Jumps [Paper presentation]. 15th International Risk Management Conference.

Lehnert, T. (13 June 2022). Climate Risk and Price Jumps [Paper presentation]. Conference on International Finance; Sustainable and Climate Finance and Growth.

Lehnert, T. (May 2022). Flight to Safety and Retail Investor Behavior. International Review of Financial Analysis, 81. doi:10.1016/j.irfa.2022.102142
Peer Reviewed verified by ORBi

Lehnert, T. (April 2022). Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds. Journal of Derivatives, 29 (3), 30-45. doi:10.3905/JOD.2022.1.148
Peer Reviewed verified by ORBi

Lehnert, T. (April 2022). News and Noise: Do Retail Investors read the Wall Street Journal? [Paper presentation]. Research Seminar Open University, The Netherlands.

Lehnert, T. (January 2022). The Green Stock Market Bubble [Paper presentation]. 18th International Conference on Environmental, Cultural, Economic & Social Sustainability, Granada, Spain.

Chavarro Sanchez, L., Nadal De Simone, F., & Lehnert, T. (2021). The Impact of the Asset Purchase Programme on Systemic Risk in the Euro Area: Is There a Threat? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/48665.

Lehnert, T. (December 2021). Gender Differences and Extreme Events [Paper presentation]. Conference in honor of Juan J. Dolado, Universidad Carlos III.

Lehnert, T. (December 2021). Gender Differences and Extreme Events [Paper presentation]. 2nd World Inequality Conference, Paris School of Economics.

Lehnert, T. (October 2021). Flight to Safety and Retail Investor Behavior [Paper presentation]. 14th Annual Meeting of the Risk, Banking and Finance Society.

Lehnert, T. (September 2021). Climate Risk and Price Jumps [Paper presentation]. 20th CREDIT Conference (Compound Risk: Climate, Disaster, Finance, Pandemic).

Lehnert, T. (July 2021). The Impact of the Asset Purchase Programme on Systemic Risk in the Euro Area: Is There a Threat? [Paper presentation]. 25th International Conference on Macroeconomic Analysis and International Finance.

Löwen, C., Kchouri, B., & Lehnert, T. (June 2021). Is This Time Really Different? Flight-to-Safety and the COVID-19 Crisis. PLoS ONE, 16 (5). doi:10.1371/journal.pone.0251752
Peer Reviewed verified by ORBi

Löwen, C., Kchouri, B., & Lehnert, T. (2020). THIS TIME IS REALLY DIFFERENT: FLIGHT-TO-SAFETY AND THE COVID-19 CRISIS. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/44918.

Lin, Y., & Lehnert, T. (June 2020). A Note on Stein’s Overreaction Puzzle. Decisions in Economics and Finance, 43 (1), 269-276. doi:10.1007/s10203-019-00244-z
Peer reviewed

Lehnert, T. (12 May 2020). Fear and Stock Price Bubbles. PLoS ONE, 15 (5) (e0233024), 1-11. doi:10.1371/journal.pone.0233024
Peer Reviewed verified by ORBi

Lehnert, T. (2020). The Lehman Sisters Claim. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/43127.

Lehnert, T. (2020). Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/43128.

Lehnert, T. (2020). Retail Investors' Flight-From-Safety and the Skewness Risk Premium. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/39634.

Lehnert, T. (23 January 2020). Why is the Market Skewness-Return Relationship Negative? [Paper presentation]. 2nd Italian Workshop of Econometrics and Empirical Economics: “Time Series Models: Theory and Applications”.

Bams, D., Blanchard, G., & Lehnert, T. (January 2020). Model Uncertainty and Pricing Performance in Option Valuation. The Journal of Derivatives, 27 (3), 31-49. doi:10.3905/jod.2019.1.086
Peer reviewed

Kchouri, B., & Lehnert, T. (2020). Islamic Banking and Economic Growth. In A. Rafay (Ed.), Handbook of Research on Theory and Practice of Global Islamic Finance. IGI Global.
Peer reviewed

Lehnert, T. (13 December 2019). Why is the Market Skewness-Return Relationship Negative? [Paper presentation]. 44th Symposium of the Spanish Economic Association.

Lehnert, T. (29 October 2019). THE MARKET SKEWNESS-RETURN RELATIONSHIP [Paper presentation]. Research Seminar, Universidad Autónoma de Madrid.

Lehnert, T. (25 September 2019). THE MARKET SKEWNESS-RETURN RELATIONSHIP, Plenary Talk [Paper presentation]. 6th International conference on Time Series and Forecasting, Granada, Spain.

Lehnert, T. (28 August 2019). Fear and Euphoria [Paper presentation]. European Economic Association, 34th Annual Congress.

Lehnert, T. (09 July 2019). WHY IS THE MARKET SKEWNESS-RETURN RELATIONSHIP NEGATIVE? [Paper presentation]. 10th International Research Meeting in Business and Management.

Lehnert, T. (2019). WHY IS THE MARKET SKEWNESS-RETURN RELATIONSHIP NEGATIVE? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/34494.

Lehnert, T. (30 May 2019). WHY IS THE MARKET SKEWNESS-RETURN RELATIONSHIP NEGATIVE? [Paper presentation]. 23th International Conference on Macroeconomic Analysis and International Finance.

Lin, Y., Lehnert, T., & Wolff, C. (May 2019). Skewness Risk Premium: Theory and Empirical Evidence. International Review of Financial Analysis, 63, 174-185. doi:10.1016/j.irfa.2019.04.002
Peer Reviewed verified by ORBi

Decet, R., & Lehnert, T. (06 April 2019). Energy Systemic Risk [Paper presentation]. ICEEEP 2019.

Lehnert, T. (05 April 2019). Asset Pricing Implications of Good Governance. PLoS ONE, 14 (4) (e0214930), 1-14. doi:10.1371/journal.pone.0214930
Peer Reviewed verified by ORBi

Lehnert, T. (March 2019). Big Moves of Mutual Funds. Eurasian Economic Review, 9 (1), 1-27. doi:10.1007/s40822-018-0104-6
Peer reviewed

Berglund, T., Lehnert, T., & Rolle, G. (2019). Corporate Governance and Skewness in Stock Returns. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/38610.

Lehnert, T. (2019). Fear and Euphoria. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/39635.

Lehnert, T. (24 January 2019). Islamic Finance and Economic Growth: New Evidence [Paper presentation]. The 9th International Conference on Economics.

Lehnert, T. (20 September 2018). The Impact of Feedback Trading on Option Prices [Paper presentation]. International Conference on Time Series and Forecasting.

Bams, D., Blanchard, G., & Lehnert, T. (2018). Model Uncertainty and Pricing Performance in Option Valuation. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/36595.

Bams, D., Blanchard, G., & Lehnert, T. (2018). Data Filtering Rules in Option Valuation. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/36593.

Bams, D., Honarvar, I., & Lehnert, T. (2018). Market Skewness Risk, Risk Aversion and the Cross-Section of Stock Returns. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/36564.

Kchouri, B., & Lehnert, T. (2018). Islamic Banking and Economic Growth: New Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/36563.

Lehnert, T. (2018). Asset Pricing Implications of Good Governance. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/34509. doi:10.1371/journal.pone.0214930

Lehnert, T. (July 2018). Housing bubble detection, bubble contagion and the systemic risk implications for Europe [Paper presentation]. Research Visit Universidad Complutense de Madrid.

Lehnert, T. (Other coll.). (12 June 2018). EBC network, Workshop Organizer [Paper presentation]. European Banking Center workshop.

Lehnert, T. (07 June 2018). Governance and Price Jumps [Paper presentation]. XXI Applied Economics Meeting.

Lehnert, T. (05 April 2018). The Impact of Feedback Trading on Option Prices [Paper presentation]. 8th International Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE.

Lehnert, T., & Jin, X. (February 2018). Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas. Dependence Modeling, 6 (1), 19-46. doi:10.1515/demo-2018-0002
Peer reviewed

Lehnert, T. (2018). Big Moves of Mutual Funds. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/35499.

Lehnert, T., Kräussl, R., & Rinne, K. (December 2017). The Search for Yield: Implications to Alternative Investments. Journal of Empirical Finance, 44 (-), 227-236. doi:10.1016/j.jempfin.2017.11.001
Peer Reviewed verified by ORBi

Lehnert, T., Bams, D., Blanchard, G., & Honarvar, I. (December 2017). Does Oil and Gold Price Uncertainty matter for the Stock Market? Journal of Empirical Finance, 44 (-), 270-285. doi:10.1016/j.jempfin.2017.07.003
Peer Reviewed verified by ORBi

Lehnert, T., & Kräussl, R. (Eds.). (2017). Alternative Investments, Special Issue of the Journal of Empirical Finance. Elsevier.

Lehnert, T. (29 November 2017). Risk Aversion, Sentiment and the Cross-Section of Stock Returns [Paper presentation]. Universidad Complutense de Madrid Research Seminar.

Lehnert, T. (14 November 2017). Risk Aversion, Sentiment and the Cross-Section of Stock Returns [Paper presentation]. WHU Research seminar.

Lehnert, T. (13 October 2017). Risk Aversion, Sentiment and the Cross-Section of Stock Returns [Paper presentation]. University of Lugano Research Seminar.

Lehnert, T. (28 September 2017). Big Moves of Mutual Funds [Paper presentation]. 23rd EBES Conference - Madrid.

Lehnert, T. (23 August 2017). Risk Aversion, Sentiment and the Cross-Section of Stock Returns [Paper presentation]. 32nd Annual Congress of the European Economic Association (EEA).

Lehnert, T. (18 May 2017). Governance and Price Jumps [Paper presentation]. 12th International Conference Challenges of Europe: Innovative Responses for Resilient Growth and Competitiveness.

Lehnert, T. (03 February 2017). Discussion of "Option listing and information asymmetry" [Paper presentation]. Chulalongkorn Accounting and Finance Symposium (CAFS).

Lehnert, T. (26 January 2017). Does Oil and Gold Price Uncertainty matter for the Stock Market? [Paper presentation]. University of Porto Research Seminar.

Lehnert, T., Bams, D., & Blanchard, G. (2017). Volatility Measures and Value-at-Risk. International Journal of Forecasting, 33 (4), 848-863. doi:10.1016/j.ijforecast.2017.04.004
Peer reviewed

Jin, X., & Lehnert, T. (2017). Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Elliptical Copulas. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/33047.

Lin, Y., & Lehnert, T. (2017). Stein's Overreaction Puzzle: A Note. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/33048.

Lehnert, T., & Abed Masror Khah, S. (2017). Press Freedom and Jumps in Stock Markets. Economic Systems, 41 (1), 151-162. doi:10.1016/j.ecosys.2016.05.009
Peer reviewed

Lehnert, T., & Lin, Y. (2017). Skewness Term Structure Tests. Applied Mathematical Finance, 23 (6), 484-504.
Peer Reviewed verified by ORBi

Lehnert, T. (10 December 2016). Feedback trading and index option prices [Paper presentation]. 10th International Conference on Computational and Financial Econometrics.

Lehnert, T. (01 December 2016). MUTUAL FUNDS, PRICE PRESSURE AND INDEX OPTIONS [Paper presentation]. International Rome Conference on Money, Banking and Finance. doi:10.3905/jod.2016.24.1.030

Lehnert, T., & Kräussl, R. (Eds.). (2016). European Sovereign Debt Crisis, Special Issue of the Journal of Empirical Finance. Elsevier.

Lehnert, T. (12 July 2016). MUTUAL FUNDS, PRICE PRESSURE AND INDEX OPTIONS [Paper presentation]. 7th International Research Meeting in Business and Management. doi:10.3905/jod.2016.24.1.030

Lehnert, T., & Kräussl, R. (02 June 2016). Alternatives Investments Conference Monaco, Conference Organizer [Paper presentation]. Alternatives Investments Conference Monaco.

Lehnert, T. (Other coll.), & Kräussl, R. (Other coll.). (2016). Art World Prepares for a Challenging Year.

Lehnert, T. (Other coll.), & Kräussl, R. (Other coll.). (2016). A Widespread Chill in Art Sales.

Lehnert, T. (Other coll.), & Kräussl, R. (Other coll.). (2016). Les Ventes d'Art coincées dans leur Bulle.

Lehnert, T. (Other coll.), & Kräussl, R. (Other coll.). (2016). Art Bubble Brewing?

Lehnert, T. (Other coll.), & Kräussl, R. (Other coll.). (2016). Academics say the art market bubble is about to burst. doi:10.1016/j.jempfin.2015.10.010

Lehnert, T. (Other coll.), & Kräussl, R. (Other coll.). (2016). Art market in 'mania phase' and risks bursting of the bubble, report says.

Lehnert, T., LIN, Y., & MARTELIN, N. (2016). Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? Journal of Derivatives, 23 (3), 22-35. doi:10.3905/jod.2016.23.3.022
Peer reviewed

Lehnert, T. (2016). Mutual Funds, Price Pressure and Index Option. Journal of Derivatives, 24 (1), 30-46. doi:10.3905/jod.2016.24.1.030
Peer reviewed

Abed Masror Khah, S., & Lehnert, T. (2016). PRESS FREEDOM AND JUMPS IN STOCK PRICES. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/27539.

Lehnert, T., Kräussl, R., & Senulyte, S. (2016). Euro Crash Risk. Journal of Empirical Finance, 38, 417-428. doi:10.1016/j.jempfin.2016.01.007
Peer Reviewed verified by ORBi

Kräussl, R., Lehnert, T., & Stefanova, D. (2016). The European Sovereign Debt Crisis: What Have We Learned? Journal of Empirical Finance, 38 (-), 363-373. doi:10.1016/j.jempfin.2016.04.005
Peer Reviewed verified by ORBi

Kräussl, R., Lehnert, T., & MARTELIN, N. (2016). Is there a Bubble in the Art Market? Journal of Empirical Finance, 35 (-), 99-109. doi:10.1016/j.jempfin.2015.10.010
Peer Reviewed verified by ORBi

Lehnert, T., Kräussl, R., & Senulyte, S. (2016). Euro Crash Risk. Journal of Empirical Finance, 38 (-), 417-428. doi:10.1016/j.jempfin.2016.01.007
Peer Reviewed verified by ORBi

Lehnert, T., Bams, D., Blanchard, G., & Honavar, I. (2015). The Impact of Uncertainty in the Oil and Gold Market on the Cross-Section. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22194.

Lehnert, T., Blanchard,, G., & Dennis, B. (2015). Volatility Concepts and Risk Management Tools. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22268.

Lehnert, T. (2015). Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency [Paper presentation]. 16th EBES Conference.

Lehnert, T. (2015). Timeliness in Selected Structural Credit Risk Model [Paper presentation]. IRMC conference, Luxembourg.

Lehnert, T. (2015). Press Freedom and Jumps in Stock Markets [Paper presentation]. SASE annual conference, London, United Kingdom.

Lehnert, T. (2015). Euro Stability [Paper presentation]. 4th UECE Conference on Economic and Financial Adjustments, Lisbon, Portugal.

Lehnert, T. (2015). Towards Disentangling Sentiment from Risk Premia [Paper presentation]. European Financial Management Association Meeting.

Lehnert, T. (2015). Corporate Governance and Idiosyncratic Skewness [Paper presentation]. WINIR Symposium.

Lehnert, T., Dennis, B., & Gildas, B. (2015). On the Impact of Exclusion Filters Rules in Option Pricing. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22183.

Lehnert, T., Honarvar, I., & Bams, D. (2015). From Time Varying Risk-Aversion and Sentiment to Anomalies in Market. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22267.

Lehnert, T. (2015). The Impact of Oil and Gold Price Uncertainty on the Cross-Section of Stock Returns [Paper presentation]. 6th Italian Congress of Econometrics and Empirical Economics.

Kräussl, R., Lehnert, T., & Sigita, S. (2015). Euro Crash Risk. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22236.

Lehnert, T., & Kräussl, R. (2015). European Sovereign Debt Crisis Conference, Conference Organizer [Paper presentation]. European Sovereign Debt Crisis Conference, Conference Organizer.

Bekkour, L., Jin, X., Lehnert, T., Rasmouki, F., & Wolff, C. (2015). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency. Journal of Empirical Finance, 33, 67-83. doi:10.1016/j.jempfin.2015.06.004
Peer Reviewed verified by ORBi

Lehnert, T., Yoichi, O., & Grammatikos, T. (2015). Market Perceptions of US and European Policy Actions around the Subprime Crisis. Journal of International Financial Markets, Institutions and Money, 37, 99-113. doi:10.1016/j.intfin.2015.02.007
Peer reviewed

Rasmouki, F., Bekkour, L., Lehnert, T., Jin, X., & Wolff, C. (June 2014). Euro_At_Risk [Paper presentation]. International Risk Management Conference.

Bekkour, L., Lehnert, T., Desimone, F. N., & Rasmouki, F. (2014). CDS Contracts versus Put Options: A robust relationship? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18582.

Lehnert, T., & Busch, T. (2014). The Impact of Policy Responses on Stock Liquidity. Applied Economics Letters, 842-845. doi:10.1080/13504851.2014.892193
Peer reviewed

Lehnert, T., & Bekkour, L. (2014). The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. Journal of Risk Finance, 15 (5). doi:10.1108/JRF-04-2014-0044
Peer reviewed

Kräussl, R., Lehnert, T., & Martelin, N. (2014). Is there a Bubble in the Art Market? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18519.

Lehnert, T., Blanchard, G., & Bams, D. (2014). Evaluating Option Pricing Model Performance Using Model Uncertainty. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18513.

Wolff, C., Lehnert, T., & Lin, Y. (2014). Skewness Risk Premium: Theory and Empirical Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18515.

Lehnert, T., & Lin, Y. (2014). Skewness Term Structure Tests. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18514.

Lehnert, T. (December 2013). Market Perceptions of US and European policy actions around the subprime crisis [Paper presentation]. INTERNATIONAL CONFERENCE ON MONEY, BANKING AND FINANCE.

Lehnert, T. (December 2013). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. FINEST workshop.

Lehnert, T. (November 2013). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. Seminar, University of Liege.

Lehnert, T. (September 2013). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. AIDEA meeting.

Jin, X., Lehnert, T., & Nadal de Simone, F. (2013). Timeliness in Selected Structural Credit Risk Models. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9699.

Irek, F., & Lehnert, T. (2013). Do Fund Investors Know that Risk is Sometimes not Priced? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9225.

Frijns, B., Gilbert, A., Tourani Rad, A. R., & Lehnert, T. (July 2013). Uncertainty avoidance, risk tolerance and corporate takeover decisions. Journal of Banking and Finance, 37, 2457-2471. doi:10.1016/j.jbankfin.2013.02.010
Peer Reviewed verified by ORBi

Lehnert, T. (July 2013). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. World Finance Conference.

Lehnert, T. (June 2013). Conference Organization [Paper presentation]. Financial Management Association Meeting 2013.

Lehnert, T. (May 2013). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. Workshop on Developments in Macro and Growth.

Lehnert, T. (May 2013). Noise Trading and Option Prices [Paper presentation]. Workshop on Behavioral and Experimental Economics.

Lehnert, T. (2013). Investment Fund Research - Made in Luxembourg [Paper presentation]. Investment Excellents - Made in Luxembourg (Eurizon Capital / Group Degroof).

Lehnert, T. (April 2013). Conference Organization [Paper presentation]. Liege-Luxembourg-Maastricht PhD Workshop.

Lehnert, T. (January 2013). Sentiment Trades and Option Prices [Paper presentation]. ICEEE meeting.

Lehnert, T., Martelin, N., & Lin, Y. (2013). Stein’s Overeaction Puzzle: Option Anomaly or Perfectly Rational Behavior. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/14680.

Lehnert, T., Wolff, C., & Lin, Y. (2013). Skewness Risk Premium: Theory and Empirical Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/14681.

Lehnert, T., Bams, D., & Blanchard, G. (2013). Estimation Risk in Option Pricing. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/14682.

Lehnert, T., & Busch, T. (2013). The Impact of Policy Interventions on Stock Liquidity. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/14683.

Lehnert, T., & Kerschen, N. (2012). Geschäftsklimaindices und Aktienmärkte. Luxemburger Wort.

Lehnert, T. (2012). The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps [Paper presentation]. Financial Management Association conference, Istanbul, Turkey.

Lehnert, T. (2012). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. 11th international conference on credit risk evaluation, Venice, Italy.

Lehnert, T. (2012). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. IFABS Conference, Valencia, Spain.

Lehnert, T. (2012). Noise Trading and the cross-section of index option prices [Paper presentation]. Portuguese Finance Network, Aveiro, Portugal.

Lehnert, T. (2012). Do Fund Investors Know that Risk is Sometimes Not Priced [Paper presentation]. EUROFIDAI-AFFI CONFERENCE, Paris, France.

Lehnert, T., Frijns, B., & Zwinkels, R. (2012). Sentiment Trades and Option Prices. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9517.

Grammatikos, T., Lehnert, T., & Otsubo, Y. (2012). Market Perceptions of US and European Policy Actions Around the Subprime Crisis. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/12243.

Bekkour, L., Jin, X., Lehnert, T., Rasmouki, F., & Wolff, C. (2012). Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/5803.

Lehnert, T., & Brinckmann, M. (2012). Aspirations, ORGANIZATIONAL PERFORMANCE AND RISKY DECISIONS. In Advances in Business-Related Scientific Research.
Peer reviewed

Lehnert, T. (2012). Financial Stability, Bank Risk and Regulation in the Light of the Crisis, Conference Organizer [Paper presentation]. Financial Stability, Bank Risk and Regulation in the Light of the Crisis, Conference Organizer.

Irek, F., Frijns, B., Lehnert, T., & Martelin, N. (2012). Noise Trading and the Cross-Section of Index Option Prices. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9346.

Jin, X., & Lehnert, T. (2011). Does the GARCH Structural Credit Risk Model Make a Difference? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9544.

Bekkour, L., Lehnert, T., & Chiara Amadori, M. (2011). The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9533.

Jin, X., & Lehnert, T. (2011). Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9556.

Lehnert, T., Frijns, B., Gilbert, A., & Tourani-Rad, A. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9529.

Bekkour, L., Lehnert, T., & Amadori, M. C. (2011). The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9604.

Lehnert, T., Frijns, B., & Zwinkels, R. (2011). Modeling Structural Changes in the Volatility Process. Journal of Empirical Finance. doi:10.1016/j.jempfin.2011.01.005
Peer Reviewed verified by ORBi

Bekkour, L., MARIA CHIARA, A., & Lehnert, T. (2011). The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps [Paper presentation]. 29th International Conference of the French Finance Association (AFFI). doi:10.2139/ssrn.2080052

Lehnert, T., Verschoor, W., & Kleimeier, S. (2011). Contagion or Interdependence: Does the speed of the transmission of shocks matter? In Financial Contagion: The Viral Threat to the Wealth of Nations. John Wiley & Sons. doi:10.1002/9781118267646.ch5
Peer reviewed

Lehnert, T., Frijns, B., & C.J. Zwinkels, R. (2010). Modeling structural changes in the volatility process. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9638.

Lehnert, T., Andonov, A., & Bardong, F. (2010). TIPS, Inflation Expectations, and the Financial Crisis. Financial Analysts Journal, 66 (6), 27-39. doi:10.2469/faj.v66.n6.1
Peer reviewed

Lehnert, T., Frijns, B., & Zwinkels, R. (2010). Behavioral Heterogeneity in the Option Market. Journal of Economic Dynamics and Control. doi:10.1016/j.jedc.2010.05.009
Peer Reviewed verified by ORBi

Lehnert, T., Wolff, C., & Versluis, C. (2009). A Cumulative Prospect Theory Approach to Option Pricing. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9645.

Lehnert, T., Frijns, B., & Zwinkels, R. (2009). Behavioral Heterogeneity in the Option Market. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9646.

Wolff, C., Bams, D., & Lehnert, T. (2009). Loss Functions in Option Valuation: A Framework for Model Selection. Management Science, 55 (5), 853-862. doi:10.1287/mnsc.1080.0976
Peer reviewed

Lehnert, T. (2009). Mandelbrot and the Smile. Kredit und Kapital.
Peer reviewed

Lehnert, T., Wolff, C., & Bams, D. (2008). Loss Functions in Option Valuation: A Framework for Selection. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9694.

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