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 0 423 1 3 11 1,748
Asset Pricing Under The Quadratic Class 0 0 0 390 0 0 2 831
Design and Estimation of Quadratic Term Structure Models 0 0 0 479 1 1 5 1,301
Learning and Asset Prices under Ambiguous Information 1 1 2 180 1 2 18 572
The Potential Approach to Bond and Currency Pricing 0 0 0 488 2 3 8 1,592
Total Working Papers 1 1 2 1,960 5 9 44 6,044


Journal Article 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 4 113 0 0 8 454
A simple model of credit contagion 0 0 1 118 1 1 9 327
Asset Pricing under the Quadratic Class 0 1 4 37 0 2 10 107
Economic benefit of powerful credit scoring 1 3 24 133 2 9 44 342
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 208 0 1 3 667
Equilibrium impact of value-at-risk regulation 0 0 0 51 0 2 6 178
Learning and Asset Prices Under Ambiguous Information 0 1 6 79 0 1 25 194
Optimal credit limit management under different information regimes 0 0 1 80 0 0 8 271
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 1 23 0 0 2 58
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 24 0 0 1 99
Total Journal Articles 1 5 41 866 3 16 116 2,697


Statistics updated 2020-09-04