Astrid V. Schornick

Cologne Business School

Hardefuststr. 1

Cologne, 50677

Germany

INSEAD

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

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SCHOLARLY PAPERS

6

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Top 40,992

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1,320

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (6)

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1.

A Note on Wealth Effect under CARA Utility

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 01 Mar 2009 Last Revised: 10 May 2010
Dmitry Makarov and Astrid V. Schornick
HSE University, International College of Economics and Finance (ICEF) and Cologne Business School
Downloads 409 (85,282)
Citation 6

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CARA utility, wealth effect, information acquisition, asset pricing, portfolio choice

2.

International Capital Constraints and Stock Market Dynamics

Downloads 292 (124,158)
Citation 3

International Capital Constraints and Stock Market Dynamics

EFA 2009 Bergen Meetings Paper
Number of pages: 53 Posted: 19 Mar 2008 Last Revised: 24 Nov 2009
Astrid V. Schornick
Cologne Business School
Downloads 222 (163,032)
Citation 2

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portfolio constraints, heterogeneous beliefs, international finance, volatility, correlation

International Capital Constraints and Stock Market Dynamics

INSEAD Working Paper No. 2010/43/FIN
Number of pages: 56 Posted: 13 Jun 2010
Astrid V. Schornick
Cologne Business School
Downloads 70 (390,820)
Citation 5

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Asset Pricing Theory, Portfolio Constraints, International Finance, Correlation, Volatility

3.

Household Investments, Limited Participation and Equity Premium with Wealth Heterogeneity

Number of pages: 41 Posted: 09 Mar 2008 Last Revised: 26 Nov 2013
Dmitry Makarov and Astrid V. Schornick
HSE University, International College of Economics and Finance (ICEF) and Cologne Business School
Downloads 236 (154,048)

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household portfolios, limited participation, equity premium, wealth heterogeneity, uncertainty aversion

4.

Explaining Households’ Investment Behavior

INSEAD Working Paper No. 2010/44/FIN
Number of pages: 25 Posted: 12 Jun 2010 Last Revised: 05 Jul 2010
Dmitry Makarov and Astrid V. Schornick
HSE University, International College of Economics and Finance (ICEF) and Cologne Business School
Downloads 134 (253,107)
Citation 1

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5.

Currency Premia in Open Economies

Downloads 127 (263,490)

Currency Premia in Open Economies

INSEAD Working Paper No. 2012/122/FIN
Number of pages: 43 Posted: 20 Feb 2011 Last Revised: 28 Nov 2012
Astrid V. Schornick
Cologne Business School
Downloads 60 (424,174)

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Bond Markets, Interest Rates, Leverage Constraint, Carry Trade, Exchange Rates, International Finance

The Role of Bond Markets When Portfolio Choice is Constrained

Number of pages: 42 Posted: 16 Mar 2012
Astrid V. Schornick
Cologne Business School
Downloads 38 (517,131)

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bond markets, interest rates, leverage constraint, carry trade, exchange rates, international finance

Currency Premia in Open Economies

Number of pages: 45 Posted: 01 Oct 2015
Astrid V. Schornick
Cologne Business School
Downloads 29 (566,972)

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currency markets, carry trade, exchange rates, international trade

6.

Irrelevance of Short-Sale Constraints Under Ambiguity Aversion

Number of pages: 35 Posted: 06 Mar 2005
Astrid V. Schornick
Cologne Business School
Downloads 122 (271,626)

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Ambiguity aversion, short-sale constraints, heterogeneous agents