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 4 5 1,780
A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives 0 0 0 5 0 0 3 47
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? 0 0 0 3 0 1 2 26
Asset Pricing Under The Quadratic Class 0 0 0 395 2 12 17 865
Collateral Smile 0 0 0 8 1 3 3 45
Design and Estimation of Quadratic Term Structure Models 0 0 0 480 0 7 12 1,319
Discrete-Time Option Pricing with Stochastic Liquidity 0 0 0 11 1 5 9 64
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets 0 3 5 7 0 14 23 52
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets 0 0 0 8 1 7 14 52
Learning and Asset Prices under Ambiguous Information 0 0 0 183 0 5 8 593
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model 0 0 0 9 0 7 10 66
Strategic Technology Adoption and Hedging under Incomplete Markets 0 0 0 24 0 1 4 20
The Potential Approach to Bond and Currency Pricing 0 0 0 488 1 4 5 1,601
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube 0 0 1 20 3 8 11 24
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 1 5 87
Total Working Papers 0 3 7 2,096 9 79 131 6,641
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 5 7 111
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 0 4 6 472
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’ 0 0 0 6 0 1 5 70
A simple model of credit contagion 0 0 1 124 1 6 13 366
Are Ratings the Worst Form of Credit Assessment Except for All the Others? 0 0 0 12 0 3 5 56
Asset Pricing under the Quadratic Class 0 0 0 45 0 6 11 141
Collateral smile 0 0 0 4 0 1 6 31
Data snooping and the global accrual anomaly 0 0 0 12 0 5 7 74
Design and Estimation of Quadratic Term Structure Models 0 0 0 2 1 3 3 20
Discrete-time option pricing with stochastic liquidity 0 0 0 16 2 5 9 74
Economic benefit of powerful credit scoring 0 1 1 171 0 7 10 426
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 1 212 1 4 8 684
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 1 7 9 204
How Rational and Competitive Is the Market for Mutual Funds?* 0 0 0 13 2 7 9 49
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets 0 0 1 20 3 10 22 125
International price and earnings momentum 0 0 1 38 0 5 8 113
Learning and Asset Prices Under Ambiguous Information 1 1 1 85 3 9 12 231
Maximum diversification strategies along commodity risk factors 0 0 0 10 0 5 9 48
Multiperiod mean-variance efficient portfolios with endogenous liabilities 0 0 0 1 2 7 8 20
Optimal credit limit management under different information regimes 0 0 1 85 1 6 8 294
Particle filtering, learning, and smoothing for mixed-frequency state-space models 0 0 0 7 1 2 5 29
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model 0 0 0 6 0 2 5 44
Short-run risk, business cycle, and the value premium 0 1 1 6 1 9 13 41
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 0 23 0 1 3 71
Strategic technology adoption and hedging under incomplete markets 0 0 0 14 0 2 5 54
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments 1 1 4 53 1 5 12 181
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 25 0 1 4 109
The dispersion effect in international stock returns 0 0 0 5 0 6 9 47
The mixed vs the integrated approach to style investing: Much ado about nothing? 0 1 1 9 1 6 8 37
Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube 0 0 0 37 3 9 13 154
Trend derivatives: Pricing, hedging, and application to executive stock options 0 0 0 2 0 4 5 12
What is beneath the surface? Option pricing with multifrequency latent states 0 0 0 10 4 7 13 102
Total Journal Articles 2 5 15 1,252 29 160 270 4,517
1 registered items for which data could not be found
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Statistics updated 2026-03-04