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 1 2 37 0 3 5 26
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 1 1 1 11 1 1 1 8
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 0 0 1 58
Deep Learning Statistical Arbitrage 2 3 9 56 10 30 64 257
Deep Learning in Asset Pricing 2 5 18 180 6 17 54 528
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 0 2 62
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 0 0 62
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 50 3 4 5 131
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 0 1 2 132
Inference for Large Panel Data with Many Covariates 0 0 1 17 0 0 4 16
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 1 2 2 63
Machine-Learning the Skill of Mutual Fund Managers 0 0 4 64 0 0 10 191
Machine-Learning the Skill of Mutual Fund Managers 1 2 3 80 2 3 14 223
On the existence of sure profits via flash strategies 0 0 0 69 0 0 0 38
Shrinking the Term Structure 0 0 0 29 0 1 4 67
Shrinking the Term Structure 1 3 5 6 1 3 13 19
State-Varying Factor Models of Large Dimensions 0 0 0 44 0 0 2 64
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 0 1 139
Stripping the Discount Curve - a Robust Machine Learning Approach 2 2 6 65 2 3 22 140
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 0 0 2 86
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 0 0 3 16
Total Working Papers 9 17 49 1,002 26 68 211 2,326

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 1 3 12 1 1 12 269
Deep Learning in Asset Pricing 7 25 81 95 23 75 229 262
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 1 5 0 0 1 14
Estimating latent asset-pricing factors 0 2 3 35 1 6 12 146
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 1 4 48 0 2 14 147
Interpretable Sparse Proximate Factors for Large Dimensions 1 1 4 5 2 2 6 11
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 0 2 11 1 1 13 35
Large-dimensional factor modeling based on high-frequency observations 0 3 5 39 1 4 11 131
Machine-learning the skill of mutual fund managers 2 2 10 27 7 21 49 97
New performance-vested stock option schemes 0 0 0 5 1 1 2 46
State-Varying Factor Models of Large Dimensions 0 0 0 3 4 4 12 27
Understanding Systematic Risk: A High‐Frequency Approach 0 0 3 37 1 2 11 135
Total Journal Articles 11 35 116 322 42 119 372 1,320

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Statistics updated 2025-08-05