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 1 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 1 4 58
Deep Learning Statistical Arbitrage 0 0 10 52 4 6 46 220
Deep Learning in Asset Pricing 2 6 18 174 7 15 59 503
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 0 3 62
Estimating Latent Asset-Pricing Factors 0 0 0 46 2 2 3 62
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 0 0 2 131
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 50 0 0 2 127
Inference for Large Panel Data with Many Covariates 0 1 1 17 0 3 4 15
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 0 3 78 0 0 23 218
Machine-Learning the Skill of Mutual Fund Managers 0 0 8 63 2 4 33 190
On the existence of sure profits via flash strategies 0 0 0 69 0 0 1 38
Shrinking the Term Structure 0 0 3 3 1 2 14 14
Shrinking the Term Structure 0 0 3 29 0 0 7 66
State-Varying Factor Models of Large Dimensions 0 0 0 44 1 1 3 64
Stress Scenario Selection by Empirical Likelihood 0 0 1 9 0 0 1 138
Stripping the Discount Curve - a Robust Machine Learning Approach 0 0 13 63 1 6 35 137
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 2 2 2 86
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 1 18 2 3 7 16
Total Working Papers 2 7 62 982 22 46 252 2,236

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 0 0 0 9 0 1 12 266
Deep Learning in Asset Pricing 10 19 58 58 27 54 151 152
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 0 4 0 0 1 13
Estimating latent asset-pricing factors 0 0 4 33 0 1 16 140
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 0 7 47 0 2 24 144
Interpretable Sparse Proximate Factors for Large Dimensions 0 2 3 3 0 2 6 8
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 1 6 11 4 6 17 31
Large-dimensional factor modeling based on high-frequency observations 1 1 2 35 1 1 7 124
Machine-learning the skill of mutual fund managers 0 1 12 22 2 6 39 66
New performance-vested stock option schemes 0 0 0 5 1 1 1 45
State-Varying Factor Models of Large Dimensions 0 0 0 3 5 5 11 22
Understanding Systematic Risk: A High‐Frequency Approach 0 1 4 37 0 3 12 133
Total Journal Articles 11 25 96 267 40 82 297 1,144

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Statistics updated 2025-03-03