| Arbitrage free dispersion P Orłowski, A Sali, F Trojani Swiss Finance Institute Research Paper, 2018 | 15 | 2018 |
| On the nature of (jump) skewness risk premia P Orłowski, P Schneider, F Trojani Management Science, 2023 | 5* | 2023 |
| Modeling conditional factor risk premia implied by index option returns M Fournier, K Jacobs, P Orłowski Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2021 | 4 | 2021 |
| Extracting Tail Risk from High-Frequency S&P 500 Returns C Almeida, K Ardison, P OrÅ Princeton University. Economics Department. Working Papers, 2020 | 3* | 2020 |
| Benchmark currency stochastic discount factors P Orłowski, V Sokolovski, E Sverdrup Available at SSRN 3945075, 2021 | 2 | 2021 |
| Informed options strategies before corporate events P Augustin, M Brenner, G Grass, P Orłowski, MG Subrahmanyam Journal of Financial Markets 63, 100766, 2023 | 1 | 2023 |
| Informative option portfolios in filter design for option pricing models P Orłowski Quantitative Finance 21 (6), 945-965, 2021 | 1 | 2021 |
| Informative Option Portfolios in Unscented Kalman Filter Design for Affine Jump Diffusion Models P Orłowski Available at SSRN 3527094, 2019 | | 2019 |
| Unscented Kalman Filter design for option pricing models P Orłowski | | 2018 |
