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Piotr Orłowski
Piotr Orłowski
Associate Professor of Finance, HEC Montréal
Verified email at hec.ca - Homepage
Title
Cited by
Cited by
Year
Arbitrage free dispersion
P Orłowski, A Sali, F Trojani
Swiss Finance Institute Research Paper, 2018
162018
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, 2023
52023
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
32021
Informed options strategies before corporate events
P Augustin, M Brenner, G Grass, P Orłowski, MG Subrahmanyam
Journal of Financial Markets 63, 100766, 2023
12023
Informative option portfolios in filter design for option pricing models
P Orłowski
Quantitative Finance 21 (6), 945-965, 2021
12021
SDF Bounds
P Orłowski, A Tahbaz-Salehi, F Trojani, A Vedolin
2023
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