Concepedia

Julia Kapraun

JK

4

Publications

207

Citations

4

H-Index

2015

Active since

Affiliations

Goethe University Frankfurt(Current)

University of Sussex

WHU – Otto Beisheim School of Management

Julia Kapraun is an author at Goethe University Frankfurt specializing in asset pricing, volatility modeling, and business.

Top concepts

Publications per year

2015–2020

4

Publications

4

(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?

Julia Kapraun · SSRN Electronic Journal · 2019 · 131 citations · Full text

Trading and Investing in Volatility Products

Carol Alexander, Julia Kapraun, Dimitris Korovilas · Financial Markets Institutions and Instruments · 2015 · 36 citations

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Diversification with volatility products

Carol Alexander, Dimitris Korovilas, Julia Kapraun · Journal of International Money and Finance · 2016 · 28 citations

, , +6

Up- and downside variance risk premia in global equity markets

Matthias Held, Julia Kapraun, Marcel Omachel et al. · Journal of Banking & Finance · 2020 · 12 citations

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