Access Statistics for Thorsten Lehnert

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cumulative Prospect Theory Approach to Option Pricing 0 1 2 450 0 1 4 1,123
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 1 126 0 0 6 351
An Evaluation Framework for Alternative VaR Models 0 0 0 271 2 3 4 745
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 0 1 217
Behavioral heterogeneity in the option market 0 0 0 5 0 0 0 35
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 1 95 0 0 4 303
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 2 3 3 52
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 1 33 0 0 2 113
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 2 2 2 93
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 139 1 3 4 247
Euro crash risk 0 0 1 46 5 5 7 72
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 1 53 0 1 2 123
Is there a Bubble in the Art Market? 0 0 3 98 3 4 9 243
Is there a bubble in the art market? 0 0 0 89 0 1 5 222
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 1 92 0 1 3 255
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 1 101 0 0 2 274
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 2 5 195
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 1 1 1 62
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 35 0 0 1 60
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 1 227 0 0 2 787
Modelling structural changes in the volatility process 0 0 0 68 1 1 1 192
Noise Trading and the Cross-Section of Index Option Prices 0 0 0 26 0 0 1 97
Press Freedom and Jumps in Stock Prices 0 0 1 33 0 0 4 120
Sentiment Trades and Option Prices 0 0 0 24 1 3 3 79
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 165 0 0 2 674
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 68 0 0 3 180
Skewness Term Structure Tests 0 0 0 21 1 1 3 86
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 2 13 0 1 6 68
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 400 0 0 3 707
The European sovereign debt crisis: What have we learned? 0 0 0 55 0 2 3 120
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 1 1 41
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 0 0 0 193
Total Working Papers 0 1 21 3,046 20 36 97 8,129

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An evaluation framework for alternative VaR-models 0 0 1 90 1 1 3 263
Behavioral heterogeneity in the option market 0 0 1 43 0 0 5 139
Big moves of mutual funds 0 0 0 1 0 0 1 25
Does oil and gold price uncertainty matter for the stock market? 0 0 2 18 1 2 5 85
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 0 2 64
Euro crash risk 0 0 1 10 0 0 5 55
Is there a bubble in the art market? 0 0 1 35 2 3 10 160
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 1 2 27
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 1 1 1 75
Market perceptions of US and European policy actions around the subprime crisis 0 0 1 8 0 0 1 47
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 0 0 1 171
Modeling structural changes in the volatility process 0 0 0 26 0 0 1 126
On style momentum strategies 0 0 0 176 1 4 6 608
On the determinants of portfolio choice 0 0 2 146 0 2 12 530
Option-based compensation: a survey 0 0 2 54 0 0 5 150
Press freedom and jumps in stock prices 0 0 1 19 0 0 1 143
Scale-consistent Value-at-Risk 0 0 0 50 1 1 1 132
Skewness Term-Structure Tests 0 0 0 1 0 0 0 14
TIPS and inflation expectations 0 0 2 50 0 0 2 142
The European sovereign debt crisis: What have we learned? 0 0 1 11 0 1 5 66
The impact of policy responses on stock liquidity 0 0 1 11 0 0 3 42
Uncertainty avoidance, risk tolerance and corporate takeover decisions 2 3 5 129 3 5 14 656
Volatility measures and Value-at-Risk 0 0 0 55 0 1 5 161
Total Journal Articles 2 3 21 1,025 10 22 91 3,881
3 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03