Access Statistics for Markus Pelger

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 Simple Method for Predicting Covariance Matrices of Financial Returns 0 0 1 36 0 0 2 23
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 0 10 0 0 1 7
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 0 0 2 58
Deep Learning Statistical Arbitrage 0 1 11 53 4 11 47 227
Deep Learning in Asset Pricing 1 3 17 175 5 15 53 511
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 0 2 62
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 2 2 62
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 0 0 1 131
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 50 0 0 1 127
Inference for Large Panel Data with Many Covariates 0 0 1 17 0 1 5 16
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 0 0 0 61
Machine-Learning the Skill of Mutual Fund Managers 0 1 6 64 0 3 20 191
Machine-Learning the Skill of Mutual Fund Managers 0 0 3 78 2 2 23 220
On the existence of sure profits via flash strategies 0 0 0 69 0 0 0 38
Shrinking the Term Structure 0 0 3 3 0 3 16 16
Shrinking the Term Structure 0 0 3 29 0 0 7 66
State-Varying Factor Models of Large Dimensions 0 0 0 44 0 1 2 64
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 1 1 139
Stripping the Discount Curve - a Robust Machine Learning Approach 0 0 13 63 0 1 33 137
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 0 2 2 86
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 0 2 6 16
Total Working Papers 1 5 58 985 11 44 226 2,258

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contingent Capital, Tail Risk, and Debt-Induced Collapse 1 2 2 11 1 2 13 268
Deep Learning in Asset Pricing 7 22 66 70 28 62 175 187
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 1 1 1 5 1 1 2 14
Estimating latent asset-pricing factors 0 0 2 33 0 0 11 140
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 0 4 47 1 1 22 145
Interpretable Sparse Proximate Factors for Large Dimensions 1 1 4 4 1 1 7 9
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 0 4 11 2 7 18 34
Large-dimensional factor modeling based on high-frequency observations 0 2 3 36 2 4 9 127
Machine-learning the skill of mutual fund managers 1 3 13 25 6 12 43 76
New performance-vested stock option schemes 0 0 0 5 0 1 1 45
State-Varying Factor Models of Large Dimensions 0 0 0 3 0 6 10 23
Understanding Systematic Risk: A High‐Frequency Approach 0 0 4 37 0 0 12 133
Total Journal Articles 11 31 103 287 42 97 323 1,201

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Statistics updated 2025-05-12