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 0 2 450 0 1 4 1,124
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 1 126 0 0 5 351
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 2 4 745
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 1 2 218
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 2 6 305
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 0 3 4 53
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 0 2 2 93
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 0 139 0 1 3 247
Euro crash risk 0 0 0 46 0 6 6 73
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 0 1 123
Is there a Bubble in the Art Market? 0 0 3 98 0 3 9 243
Is there a bubble in the art market? 1 1 1 90 1 1 5 223
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 2 2 3 94 2 2 5 257
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 0 1 274
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 1 3 195
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 1 1 1 36 1 1 2 61
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 1 1 62
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 227 0 0 1 787
Modelling structural changes in the volatility process 0 0 0 68 0 1 1 192
Noise Trading and the Cross-Section of Index Option Prices 0 0 0 26 1 2 3 99
Press Freedom and Jumps in Stock Prices 0 0 1 33 0 0 3 120
Sentiment Trades and Option Prices 0 0 0 24 0 1 3 79
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 165 0 0 1 674
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 1 2 4 182
Skewness Term Structure Tests 0 0 0 21 0 1 2 86
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 2 13 0 0 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 0 2 120
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 1 1 1 194
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 1 41
Total Working Papers 4 4 18 3,050 7 35 96 8,144

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 0 90 0 1 1 263
Behavioral heterogeneity in the option market 0 0 1 43 0 0 3 139
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 6 86
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 1 1 65
Euro crash risk 0 0 1 10 0 0 4 55
Is there a bubble in the art market? 0 0 1 35 0 2 10 160
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 0 2 27
Loss Functions in Option Valuation: A Framework for Selection 1 1 1 17 1 2 2 76
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 0 171
Modeling structural changes in the volatility process 0 0 0 26 0 0 1 126
On style momentum strategies 0 0 0 176 1 2 7 609
On the determinants of portfolio choice 0 0 2 146 0 0 10 530
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 0 1 1 132
Skewness Term-Structure Tests 0 0 0 1 0 0 0 14
TIPS and inflation expectations 0 0 2 50 1 1 3 143
The European sovereign debt crisis: What have we learned? 0 0 1 11 0 0 4 66
The impact of policy responses on stock liquidity 0 0 1 11 1 2 5 44
Uncertainty avoidance, risk tolerance and corporate takeover decisions 1 4 6 131 1 8 16 661
Volatility measures and Value-at-Risk 12 12 12 67 26 26 30 187
Total Journal Articles 14 17 34 1,040 32 48 114 3,919
3 registered items for which data could not be found
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Statistics updated 2025-05-12