Access Statistics for Markus Leippold

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 Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities 0 0 0 428 0 7 14 1,789
A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives 0 0 0 5 0 2 5 50
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? 0 0 0 3 0 2 5 29
Asset Pricing Under The Quadratic Class 0 1 1 396 0 5 24 873
Collateral Smile 0 0 0 8 0 0 3 45
Design and Estimation of Quadratic Term Structure Models 0 0 0 480 0 3 14 1,322
Discrete-Time Option Pricing with Stochastic Liquidity 0 0 0 11 0 2 10 66
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets 0 0 5 7 0 4 28 59
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets 0 0 0 8 0 3 15 56
Learning and Asset Prices under Ambiguous Information 0 0 0 183 2 4 14 599
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model 0 0 0 9 3 8 20 76
Strategic Technology Adoption and Hedging under Incomplete Markets 0 0 1 25 0 4 10 26
The Potential Approach to Bond and Currency Pricing 0 0 0 488 1 4 9 1,605
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube 0 0 0 20 1 2 12 27
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 3 8 90
Total Working Papers 0 1 8 2,098 7 53 191 6,712
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults 0 0 1 27 0 3 10 114
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 0 5 11 477
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’ 0 0 0 6 0 4 6 75
A simple model of credit contagion 0 1 1 125 0 3 14 369
Are Ratings the Worst Form of Credit Assessment Except for All the Others? 0 0 0 12 0 3 9 60
Asset Pricing under the Quadratic Class 0 0 0 45 1 3 13 144
Collateral smile 0 0 0 4 1 3 8 34
Data snooping and the global accrual anomaly 0 0 0 12 0 2 9 76
Design and Estimation of Quadratic Term Structure Models 0 0 0 2 0 3 6 23
Discrete-time option pricing with stochastic liquidity 0 0 0 16 0 2 12 78
Economic benefit of powerful credit scoring 0 0 1 171 0 4 13 431
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 212 0 3 11 688
Equilibrium Implications of Delegated Asset Management under Benchmarking 0 0 0 3 0 0 0 27
Equilibrium impact of value-at-risk regulation 0 0 0 56 0 1 10 206
How Rational and Competitive Is the Market for Mutual Funds?* 0 1 1 14 0 2 11 51
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets 0 0 0 20 1 3 20 128
International price and earnings momentum 0 0 0 38 0 2 9 115
Learning and Asset Prices Under Ambiguous Information 0 0 1 85 1 5 17 237
Maximum diversification strategies along commodity risk factors 0 0 0 10 0 2 13 52
Multiperiod mean-variance efficient portfolios with endogenous liabilities 0 0 0 1 0 1 9 22
Optimal credit limit management under different information regimes 0 0 1 85 0 2 10 296
Particle filtering, learning, and smoothing for mixed-frequency state-space models 0 0 0 7 0 2 6 32
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model 0 0 0 6 0 3 8 48
Short-run risk, business cycle, and the value premium 0 0 1 6 0 5 19 48
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 0 23 0 5 7 76
Strategic technology adoption and hedging under incomplete markets 0 0 1 15 0 3 8 58
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments 0 0 1 53 0 4 11 185
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 25 0 0 4 109
The dispersion effect in international stock returns 0 0 0 5 0 2 10 49
The mixed vs the integrated approach to style investing: Much ado about nothing? 0 0 1 9 2 5 14 43
Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube 0 0 0 37 1 5 18 159
Trend derivatives: Pricing, hedging, and application to executive stock options 0 0 0 2 0 3 7 15
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 0 2 19 108
Total Journal Articles 0 2 11 1,256 7 95 352 4,633
1 registered items for which data could not be found
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Statistics updated 2026-07-10