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 1 1 4 1,776
A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives 0 0 0 5 1 2 4 47
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? 0 0 0 3 1 1 1 25
Asset Pricing Under The Quadratic Class 0 0 0 395 0 4 6 853
Collateral Smile 0 0 0 8 0 0 0 42
Design and Estimation of Quadratic Term Structure Models 0 0 0 480 1 4 6 1,312
Discrete-Time Option Pricing with Stochastic Liquidity 0 0 0 11 2 3 4 59
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets 0 1 2 4 3 6 11 38
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets 0 0 1 8 2 3 11 45
Learning and Asset Prices under Ambiguous Information 0 0 0 183 2 3 3 588
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model 0 0 0 9 1 2 4 59
Strategic Technology Adoption and Hedging under Incomplete Markets 0 0 0 24 3 3 3 19
The Potential Approach to Bond and Currency Pricing 0 0 0 488 0 0 2 1,597
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube 0 0 1 20 1 1 3 16
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 1 2 5 86
Total Working Papers 0 1 5 2,093 19 35 67 6,562
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 1 1 2 106
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 1 1 2 468
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’ 0 0 0 6 0 0 5 69
A simple model of credit contagion 0 0 1 124 1 3 8 360
Are Ratings the Worst Form of Credit Assessment Except for All the Others? 0 0 0 12 1 2 6 53
Asset Pricing under the Quadratic Class 0 0 0 45 1 3 5 135
Collateral smile 0 0 0 4 1 2 5 30
Data snooping and the global accrual anomaly 0 0 0 12 1 2 2 69
Design and Estimation of Quadratic Term Structure Models 0 0 0 2 0 0 0 17
Discrete-time option pricing with stochastic liquidity 0 0 0 16 2 2 4 69
Economic benefit of powerful credit scoring 0 0 0 170 1 1 4 419
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 1 212 0 3 4 680
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 1 56 0 0 3 197
How Rational and Competitive Is the Market for Mutual Funds?* 0 0 1 13 2 2 3 42
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets 0 0 1 20 2 3 13 115
International price and earnings momentum 0 0 3 38 1 2 5 108
Learning and Asset Prices Under Ambiguous Information 0 0 1 84 2 2 5 222
Maximum diversification strategies along commodity risk factors 0 0 0 10 1 4 4 43
Multiperiod mean-variance efficient portfolios with endogenous liabilities 0 0 0 1 0 0 1 13
Optimal credit limit management under different information regimes 0 1 1 85 0 1 2 288
Particle filtering, learning, and smoothing for mixed-frequency state-space models 0 0 0 7 1 1 3 27
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model 0 0 0 6 2 2 3 42
Short-run risk, business cycle, and the value premium 0 0 0 5 0 0 4 32
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 0 23 0 1 2 70
Strategic technology adoption and hedging under incomplete markets 0 0 0 14 0 1 4 52
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments 0 0 3 52 1 2 8 176
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 25 2 2 5 108
The dispersion effect in international stock returns 0 0 0 5 1 2 4 41
The mixed vs the integrated approach to style investing: Much ado about nothing? 0 0 0 8 1 2 3 31
Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube 0 0 0 37 2 4 5 145
Trend derivatives: Pricing, hedging, and application to executive stock options 0 0 0 2 0 0 1 8
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 3 4 7 95
Total Journal Articles 0 1 15 1,247 31 55 132 4,357
1 registered items for which data could not be found
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Statistics updated 2025-12-06